Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations |
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Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (English)
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27 November 2011
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maximum of random walk
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heavy tail
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fractional ARIMA process
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long range dependence
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boundary crossing probability
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nonlinear renewal theory
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