Pregled bibliografske jedinice broj: 344473
A Characterization of Multivariate Regular Variation
A Characterization of Multivariate Regular Variation // Annals of applied probability, 12 (2002), 3; 908-920 doi:10.1214/aoap/1031863174 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 344473 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A Characterization of Multivariate Regular Variation
Autori
Basrak, Bojan ; Davis, Richard A. ; Mikosch, Thomas
Izvornik
Annals of applied probability (1050-5164) 12
(2002), 3;
908-920
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
point process ; vague convergence ; multivariate regular variation ; heavy tailed distribution ; recurrence equation ; GARCH process
Sažetak
We establish the equivalence between the multivariate regular variation of a random vector and the univariate regular variation of all linear combinations of the components of such a vector.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Bojan Basrak
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
