93 citations
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Showing 2013 · math.PRShow all
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math.PR2013★ 7 cited
Asymptotics for sums of random variables with local subexponential behaviour
S. Asmussen, S. Foss, D. Korshunov
We study distributions on such that for some , . The case corresponds to being subexponential, and our ana…
math.PR2013★ 1 cited
Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind
Ehsan Azmoodeh, Jose Igor Morlanes
Fractional Ornstein-Uhlenbeck process of the second kind is solution of the Langevin equation wit…