Almost sure continuity of stable moving average processes with index less than one
From MaRDI portal
Publication:1096963
DOI10.1214/aop/1176991905zbMath0634.60037OpenAlexW2041695242MaRDI QIDQ1096963
August A. Balkema, Laurens De Haan
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991905
Stationary stochastic processes (60G10) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (5)
Local asymptotic normality in a stationary model for spatial extremes ⋮ Spatial extremes: models for the stationary case ⋮ Asymptotic normality of extreme value estimators on \(C[0,1\)] ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ Moving-maximum models for extrema of time series
This page was built for publication: Almost sure continuity of stable moving average processes with index less than one
