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Hidden regular variation of moving average processes with heavy-tailed innovations - MaRDI portal

Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629)

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scientific article; zbMATH DE number 6425000
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English
Hidden regular variation of moving average processes with heavy-tailed innovations
scientific article; zbMATH DE number 6425000

    Statements

    title
    Hidden regular variation of moving average processes with heavy-tailed innovations (English)
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    author
    Joyjit Roy
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    Sidney I. Resnick
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    publication date
    14 April 2015
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    zbMATH Keywords
    moving average processes
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    multivariate heavy tail
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    hidden regular variation
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    Identifiers

    Mathematics Subject Classification ID
    60F99
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    60G70
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    28A33
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    zbMATH DE Number
    6425000
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    OpenAlex ID
    W1988583695
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    arXiv ID
    1309.7909
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