Outcrossings of safe regions by generalized hyperbolic processes

DOI10.1016/j.spl.2013.06.006zbMath1320.60096OpenAlexW2005268495MaRDI QIDQ2435736

Morten Grud Rasmussen, Claudia Klüppelberg

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.006

zbMATH Keywords

extremal theoryGaussian mixture modelgeneralized hyperbolic processesoutcrossings

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)

Related Items (1)

Extremes and limit theorems for difference of chi-type processes

Cites Work

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