A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
DOI10.3150/23-bej1626arXiv2107.01517OpenAlexW4391458291WikidataQ128905576 ScholiaQ128905576MaRDI QIDQ6201843
Zaoli Chen, Gennady Samrodnitsky
Publication date: 26 March 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.01517
subexponential distributionslong-range dependenceextreme value theorysemi-exponential distributionsrandom sup-measureGumbel maximum domain of attractionstable regenerative set
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Functional limit theorems; invariance principles (60F17)
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