Precise large deviations for dependent regularly varying sequences
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Probability Theory and Related Fields |
| Volume | 156 |
| Issue number | 3-4 |
| Pages (from-to) | 851-887 |
| ISSN | 0178-8051 |
| DOIs | |
| Publication status | Published - Aug 2013 |
- Stationary sequence, Large deviation principle, Regular variation, Markov processes, Stochastic volatility model, GARCH
Research areas
ID: 135498422