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Weak limit results for the extremes of a class of shot noise processes - MaRDI portal

Weak limit results for the extremes of a class of shot noise processes (Q4858677)

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scientific article; zbMATH DE number 826897
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Weak limit results for the extremes of a class of shot noise processes
scientific article; zbMATH DE number 826897

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    Weak limit results for the extremes of a class of shot noise processes (English)
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    12 March 1996
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    shot noise
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    extreme values
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    saddlepoint approximation
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    modeling phenomena
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