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Book Chapter

Regularly varying time series

Springer Nature, (2020), 101-145
DOI: 10.1007/978-1-0716-0737-4_5
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Abstract

This chapter introduces the central object of this book: we consider regularly varying time series, that is, sequences of d-dimensional random vectors indexed by Z, whose finite-dimensional distributions are all regularly varying.

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Kulik, R., & Soulier, P. (2020). Regularly varying time series. In Springer Series in Operations Research and Financial Engineering (pp. 101–145). Springer Nature. https://doi.org/10.1007/978-1-0716-0737-4_5

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