References

• 2003Theory and applications of long-range dependence989 cited
• 1998The detection and estimation of long memory in stochastic volatility618 cited
• 2002Stochastic-process limits : an introduction to stochastic-process limits and their application to queues468 cited
• 2000Weighted approximations of tail processes for $\beta$-mixing random variables97 cited
• 2008Weak convergence of the tail empirical process for dependent sequences58 cited
• 1981The Stationary Distribution of a Stochastic Clearing Process52 cited
• 1998Optimal rates of convergence for estimates of the extreme value index50 cited
• 2001Point process convergence of stochastic volatility processes with application to sample autocorrelation41 cited

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