242 citations · 778 across the 62 of their papers we have counts for
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math.PR2007
Regularly varying multivariate time series
Bojan Basrak, Johan Segers
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is show…
math.PR2007
Tails of random sums of a heavy-tailed number of light-tailed terms
Christian Y. Robert, Johan Segers
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of…
math.PR2007★ 19 cited
Multivariate regular variation of heavy-tailed Markov chains
Johan Segers
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure cal…