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Q3788883 - MaRDI portal

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    author
    Richard A. Davis
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    James E. Marengo
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    Sidney I. Resnick
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    publication date
    1985
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    Mathematics Subject Classification ID
    62E20
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    60F05
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    62G30
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    62M10
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    zbMATH DE Number
    4052784
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    zbMATH Keywords
    regularly varying distributions
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    infinite moving average process
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    weak convergence of a point process
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    extreme order statistics
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    Limit distributions
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    sample cross-covariance
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    cross-correlation functions
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