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Precise large deviations for dependent subexponential variables
- Source :
- Mikosch , T & Rodionov , I 2021 , ' Precise large deviations for dependent subexponential variables ' , Bernoulli , vol. 27 , no. 2 , pp. 1319-1347 .
- Publication Year :
- 2021
-
Abstract
- In this paper, we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We apply the results to prove limit theory for the maxima of the entries large sample covariance matrices.
Details
- Database :
- OAIster
- Journal :
- Mikosch , T & Rodionov , I 2021 , ' Precise large deviations for dependent subexponential variables ' , Bernoulli , vol. 27 , no. 2 , pp. 1319-1347 .
- Notes :
- application/pdf, English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1340142603
- Document Type :
- Electronic Resource