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Maxima of linear processes with heavy‐tailed innovations and random coefficients - MaRDI portal

Maxima of linear processes with heavy‐tailed innovations and random coefficients (Q5063324)

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scientific article; zbMATH DE number 7492795
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Maxima of linear processes with heavy‐tailed innovations and random coefficients
scientific article; zbMATH DE number 7492795

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    Maxima of linear processes with heavy‐tailed innovations and random coefficients (English)
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    17 March 2022
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    functional limit theorem
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    regular variation
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    extremal process
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    \(M_1\) topology
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    linear process
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