Joint sum-and-max limit for a class of long-range dependent processes with heavy tails
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Publication:6592128
DOI10.1007/s10959-023-01289-yzbMATH Open1546.6006MaRDI QIDQ6592128
Publication date: 24 August 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
weak convergencelong-range dependencestable subordinatorasymptotic dependenceinfinitely divisible process
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