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Extremes of Continuous–Time Processes. - MaRDI portal

Extremes of Continuous–Time Processes. (Q3646975)

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Extremes of Continuous–Time Processes.
scientific article

    Statements

    title
    Extremes of Continuous–Time Processes. (English)
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    author
    Vicky Fasen
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    publication date
    27 November 2009
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    zbMATH Keywords
    extremal behavior
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    heavy-tailed models
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    heavy-tailed Ornstein-Uhlenbeck
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    continuous-time GARCH processes
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    Identifiers

    zbMATH DE Number
    5640055
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    OpenAlex ID
    W2197322939
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