Laurini, Fabrizio; Tawn, Jonathan A. The extremal index for GARCH(1,1) processes. (English) Zbl 1329.60154 Extremes 15, No. 4, 511-529 (2012). MSC: 60G70 62G32 62M10 62G20 91G70 PDFBibTeX XMLCite \textit{F. Laurini} and \textit{J. A. Tawn}, Extremes 15, No. 4, 511--529 (2012; Zbl 1329.60154) Full Text: DOI
Basrak, Bojan; Krizmanić, Danijel; Segers, Johan A functional limit theorem for dependent sequences with infinite variance stable limits. (English) Zbl 1295.60041 Ann. Probab. 40, No. 5, 2008-2033 (2012). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60G52 60G55 60G70 60E05 60E07 PDFBibTeX XMLCite \textit{B. Basrak} et al., Ann. Probab. 40, No. 5, 2008--2033 (2012; Zbl 1295.60041) Full Text: DOI arXiv Euclid