Tail processes for stable-regenerative multiple-stable model
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Publication:6635734
DOI10.3150/22-BEJ1582MaRDI QIDQ6635734
Publication date: 12 November 2024
Published in: Bernoulli (Search for Journal in Brave)
regular variationphase transitionmultiple integrallong-range dependenceextremal indexstationary processesrenewal processshort-range dependencetail process
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Renewal theory (60K05)
Cites Work
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- A counterexample concerning the extremal index
- Long-Memory Processes
- Heavy-Tailed Time Series
- Long-Range Dependence and Self-Similarity
- Heavy-Tail Phenomena
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