Abstract
In this paper, we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We apply the results to prove limit theory for the maxima of the entries large sample covariance matrices.
Citation
Thomas Mikosch. Igor Rodionov. "Precise large deviations for dependent subexponential variables." Bernoulli 27 (2) 1319 - 1347, May 2021. https://doi.org/10.3150/20-BEJ1276
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