Functional large deviations for multivariate regularly varying random walks
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Author
Hult, H.
Lindskog, F.
Mikosch, T.
Samorodnitsky, G.
Abstract
Functional large deviations for multivariate regularly varying random walks
Date Issued
2004-11
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1418
Type
technical report