The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
2012 ◽
Vol 156
(1-2)
◽
pp. 249-272
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Keyword(s):
Keyword(s):
2007 ◽
Vol 117
(12)
◽
pp. 1835-1847
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1975 ◽
Vol 12
(02)
◽
pp. 279-288
◽
1986 ◽
Vol 138
(1-2)
◽
pp. 299-309
◽