Citation: Hult, Henrik et Lindskog, Filip, On regular variation for infinitely divisible random vectors and additive processes, Advances in applied probability , 38(1), 2006, pp. 134-148
Citation: Hult, Henrik et Lindskog, Filip, Multivariate extremes, aggregation and dependence in elliptical distributions, Advances in applied probability , 34(3), 2002, pp. 587-608
Authors:
Hult, Henrik
Lindskog, Filip
Mikosch, Thomas
Samorodnitsky, Gennady
Citation: Hult, Henrik et al., Functional large deviations for multivariate regularly varying random walks, Annals of applied probability , 15(4), 2005, pp. 2651-2680