Large deviation probabilities for sums of heavy-tailed dependent random vectors

Communications in Statistics. Part C: Stochastic Models

Volumn 13, Issue 4, 1997, Pages 647-660

  Jakubowski, Adam ^a   Nagaev, Alexander V ^a   Zaigraev, Alexander ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

Large deviations; m dependence; Multivariate stable distributions; Regular variation; Stable limit theorems; Stationary sequences; mixing; mixing

Indexed keywords

EID: 33747603465     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349708807444     Document Type: Article

References (13)

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