Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378)
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scientific article; zbMATH DE number 5033676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of regularly varying Lévy-driven mixed moving average processes |
scientific article; zbMATH DE number 5033676 |
Statements
Extremes of regularly varying Lévy-driven mixed moving average processes (English)
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19 June 2006
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extreme-value theory
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independently scattered random measure
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long-range dependence
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marked point process
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point process
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regular variation
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shot noise process
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sup-Ornstein-Uhlenbeck process
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