The tail process revisited

Point Process and Partial Sum Convergence for Weakly Dependent Random Variables with Infinite Variance

Richard A. Davis, Tailen Hsing · The Annals of Probability · 1995 · 219 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +15

Regularly varying multivariate time series

Bojan Basrak, Johan Segers · Stochastic Processes and their Applications · 2008 · 211 citations

Computing, Mathematics, Forecasting +11

Regular variation for measures on metric spaces

Henrik Hult, Filip Lindskog · Publications de l Institut Mathematique · 2006 · 164 citations · Full text

Natural Sciences, Mathematics, Probability Theory +10

A functional limit theorem for dependent sequences with infinite variance stable limits

The Annals of Probability · 2012 · 52 citations · Full text

Engineering, Mathematics, Dynamical Systems +11

A large deviations approach to limit theory for heavy-tailed time series

Thomas Mikosch, Olivier Wintenberger · Probability Theory and Related Fields · 2015 · 37 citations · Full text

Natural Sciences, Mathematics, Physics +13