Extremes of totally skewed \(\alpha \)-stable processes

DOI10.1016/S0304-4149(98)00093-3zbMath0961.60025MaRDI QIDQ1593595

J. M. P. Albin

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

moving averageextremes\(\alpha \)-stable process\(\alpha \)-stable motion\(\alpha \)-stable random fieldfractional \(\alpha \)-stable motionskewed \(\alpha \)-stable distributiontotally skewed \(\alpha \)-stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

Related Items (4)

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. ⋮ On sampling of stationary increment processes

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