Joyjit Roy

collaborators

2 papers

math.PR2013

Hidden regular variation of moving average processes with heavy-tailed innovations

Sideny I. Resnick, Joyjit Roy

We look at joint regular variation properties of MA( $\infty$ ) processes of the form $X = (X_{k}, k \in Z)$ where $X_{k} = \sum_{j = 0}^{\infty} ψ_{j} Z_{k - j}$ and the seq…

math.PR2013

Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps

Filip Lindskog, Sidney I. Resnick, Joyjit Roy

We develop a framework for regularly varying measures on complete separable metric spaces $S$ with a closed cone $C$ removed, extending material in Hult & Lindsko…