Extremes of moving averages of stable processes

From MaRDI portal
Publication:1252669

DOI10.1214/aop/1176995432zbMath0394.60025OpenAlexW2035654187MaRDI QIDQ1252669

Holger Rootzén

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995432



Related Items

On some estimates based on sample behavior near high level excursions, The tail process and tail measure of continuous time regularly varying stochastic processes, Extreme value theory for suprema of random variables with regularly varying tail probabilities, On stochastic integral representation of stable processes with sample paths in Banach spaces, On the exceedance point process for a stationary sequence, Limit theorems for stable processes with application to spectral density estimation, Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure, A large deviations approach to limit theory for heavy-tailed time series, On the characterization of certain point processes, Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution, Spectral representations of infinitely divisible processes, Spectral representation of multivariate regularly varying Lévy and CARMA processes, On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws, The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes, The distribution of the maximum of a first order moving average: the continuous case, On the measurement and treatment of extremes in time series, Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space, Detection of patterns in noisy time series, Extremes of totally skewed stable motion, Extremes of subexponential Lévy driven moving average processes, TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS, Time-changed extremal process as a random sup measure, Darling--Erd\H{o}s theorem for L\'evy processes at zero, Inference for the limiting cluster size distribution of extreme values, Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments, Extremes of regularly varying Lévy-driven mixed moving average processes, Extremes of the stochastic heat equation with additive Lévy noise, Hidden regular variation of moving average processes with heavy-tailed innovations, The extremal index of a higher-order stationary Markov chain, Extremes and local dependence in stationary sequences, On the excursion random measure of stationary processes, Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law, Modeling spatial tail dependence with Cauchy convolution processes