Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628): Difference between revisions

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Property / DOI: 10.1007/s10687-012-0165-y / rank
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Latest revision as of 15:59, 9 December 2024

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Functional regular variation of Lévy-driven multivariate mixed moving average processes
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    Functional regular variation of Lévy-driven multivariate mixed moving average processes (English)
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    2 December 2013
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    càdlàg sample paths
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    functional regular variation
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    heavy tails
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    Lévy basis
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    mixed moving average process
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