Extreme value theory for moving average processes
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Publication:1083109
DOI10.1214/aop/1176992534zbMath0604.60019OpenAlexW2006114671MaRDI QIDQ1083109
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992534
convergence of point processesbehaviour of sample paths near extremesextreme values of moving averages
Central limit and other weak theorems (60F05) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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