64789

Автор(ы): 

Родионов И. В. (ИПУ РАН, Лаборатория 38) НЕАКТУАЛЬНАЯ ЗАПИСЬ
Mikosch T. V. (University of Copenhagen)

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Тезисы доклада

Название: 

Precise large deviations for m dependent subexponential sequences

Наименование конференции: 

  • The 12th international conference in extreme value analysis, methods and its applications (EVA 2021, Edinburgh)

Наименование источника: 

  • Proceedings of the 12th international conference in extreme value analysis, methods and its applications (EVA 2021, Edinburgh)

Город: 

  • Эдинбург, Великобритания

Издательство: 

  • Эдинбургскbq университет

Год издания: 

2021

Страницы: 

44
Аннотация
In this talk, we study precise large deviations for the partial sums of a stationary m-dependent 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 of the large sample covariance matrices.

Библиографическая ссылка: 

Родионов И.В., Mikosch T.V. Precise large deviations for m dependent subexponential sequences / Proceedings of the 12th international conference in extreme value analysis, methods and its applications (EVA 2021, Edinburgh). Эдинбург, Великобритания: Эдинбургскbq университет, 2021. С. 44.