On extremal theory for self-similar processes
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Publication:1307504
DOI10.1214/aop/1022855649zbMath0937.60033OpenAlexW2132080579MaRDI QIDQ1307504
Publication date: 7 June 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855649
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Self-similar stochastic processes (60G18)
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