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Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes - MaRDI portal

Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308)

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Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
scientific article

    Statements

    title
    Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (English)
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    publication date
    4 November 2009
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    zbMATH Keywords
    continuous-time stationary stable process
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    exceedance probability
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    nonlinear barriers
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    long-range dependence
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    integrated stable process
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    cites work
    Q4342005
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    Q5680823
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    Q3992980
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    Q3149666
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    Q4343010
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    Q4002114
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    Q5748704
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    Q4022486
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    Q4866861
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    Q4226175
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    Q4301585
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    Identifiers

    zbMATH DE Number
    5625071
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    OpenAlex ID
    W2000033224
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