Roy, Joyjit
- Regularly Varying Measures on Metric Spaces: Hidden Regular Variation\n and Hidden Jumps
2013/07/22 by Filip Lindskog, Lindskog, Filip, Sidney I. Resnick +3 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #28A33(Primary) 60G17 #60G51 #60G70 (Secondary) #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Statistical Methods and Inference
- Hidden regular variation of moving average processes with heavy-tailed innovations
2013/09/30 by Resnick, Sideny I., Roy, Joyjit · 1 citation
#28A33 #37M10 #60G70 #FOS: Mathematics #Probability (math.PR)