Sample quantiles of heavy tailed stochastic processes
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Publication:1904544
DOI10.1016/0304-4149(95)00044-8zbMath0840.60031OpenAlexW2010153855MaRDI QIDQ1904544
Gennady Samorodnitsky, Paul Embrechts
Publication date: 30 June 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9031
Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Foundations of stochastic processes (60G05)
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