Pages that link to "Item:Q2565927"
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The following pages link to Extreme value theory for moving average processes with light-tailed innovations (Q2565927):
Displaying 12 items.
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Extremes of moving averages of random variables with finite endpoint (Q804081) (← links)
- Extreme value theory for moving average processes (Q1083109) (← links)
- Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion (Q1382226) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- (Q4980205) (← links)
- Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
- Precise tail behaviour of some Dirichlet series (Q6592153) (← links)