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Tail probabilities for infinite series of regularly varying random vectors

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References

1987Extreme Values, Regular Variation and Point Processes3,165 cited
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2000The supremum of a negative drift random walk with dependent heavy-tailed steps124 cited
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2006Modeling teletraffic arrivals by a Poisson cluster process80 cited
2005Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations66 cited
1973Regular variation of the tail of a subordinated probability distribution58 cited

Cited by

2011Extremal dependence measure and extremogram: the regularly varying case46 cited
2012Risk Measures and Multivariate Extensions of Breiman's Theorem45 cited

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