Extrema of skewed stable processes
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Publication:1110181
DOI10.1016/0304-4149(88)90074-9zbMath0656.60029OpenAlexW2038258486MaRDI QIDQ1110181
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90074-9
stable processesextremesdistributions of the suprema and infima of stable processestail behaviour of the distributions
Infinitely divisible distributions; stable distributions (60E07) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)
Related Items (13)
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ On overload in a storage model, with a self-similar and infinitely divisible input. ⋮ On extremes and streams of upcrossing. ⋮ The extremogram: a correlogram for extreme events ⋮ Existence of joint moments of stable random variables ⋮ Estimating the parameters of an \({\alpha}\)-stable distribution using the existence of moments of order statistics ⋮ Conditional moments and linear regression for stable random variables ⋮ Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space ⋮ Spectral estimates and stable processes ⋮ Extremes of totally skewed stable motion ⋮ Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities ⋮ On extremal theory for self-similar processes ⋮ Extremes of totally skewed \(\alpha \)-stable processes
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