On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836): Difference between revisions

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-Q701336
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+Manuel G. Scotto
@@ Property / author: Manuel G. Scotto / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.na.2006.08.028
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+W1990825065
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@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Sample correlation behavior for the heavy tailed general bilinear process
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+The sample ACF of a simple bilinear process
@@ Property / cites work: The sample ACF of a simple bilinear process / rank @@
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+A simple general approach to inference about the tail of a distribution
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