Erratum to ``Long strange segments in a long-range-dependent moving average

DOI10.1016/S0304-4149(02)00140-0zbMath1075.60518MaRDI QIDQ2574507

Gennady Samorodnitsky, Svetlozar T. Rachev

Publication date: 29 November 2005

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

zbMATH Keywords

regular variationlarge deviationsheavy tailslong-range dependencemoving average processextreme value distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

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