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Extremal behavior of regularly varying stochastic processes - MaRDI portal

Extremal behavior of regularly varying stochastic processes (Q2485825)

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Extremal behavior of regularly varying stochastic processes
scientific article

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    title
    Extremal behavior of regularly varying stochastic processes (English)
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    author
    Henrik Hult
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    Filip Lindskog
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    publication date
    5 August 2005
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    Mathematics Subject Classification ID
    60G70
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    60F17
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    60G17
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    60G07
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    zbMATH DE Number
    2192561
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    zbMATH Keywords
    Regular variation
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    Extreme values
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    Functional limit theorem
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    Markov processes
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    OpenAlex ID
    W2089010354
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