Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes

DOI10.1239/aap/1253281067zbMath1176.60035OpenAlexW2000033224MaRDI QIDQ3644308

Uğur Tuncay Alparslan

Publication date: 4 November 2009

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1253281067

zbMATH Keywords

long-range dependenceexceedance probabilityintegrated stable processcontinuous-time stationary stable processnonlinear barriers

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Related Items (1)

Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift

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