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20062025
most citedThe extremogram: A correlogram for extreme events

172 citations · 550 across the 37 of their papers we have counts for

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math.PR2006★ 73 cited

Functional large deviations for multivariate regularly varying random walks

Henrik Hult, Filip Lindskog, Thomas Mikosch +1

We extend classical results by A. V. Nagaev [Izv. Akad. Nauk UzSSR Ser. Fiz.--Mat. Nauk 6 (1969) 17--22, Theory Probab. Appl. 14 (1969) 51--64, 193--208] on large deviations for su…