Extremes of subexponential Lévy driven moving average processes (Q2507671): Difference between revisions

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+https://doi.org/10.1016/j.spa.2006.01.001
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+W2014836456
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+On stationary solutions of delay differential equations driven by a Lévy process.
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+Extremes of moving averages of stable processes
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+Extremes of regularly varying Lévy-driven mixed moving average processes
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+Q4247115
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+Convolution tails, product tails and domains of attraction
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+Subexponentiality of the product of independent random variables
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+Convolution equivalence and infinite divisibility
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+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
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+Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
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+Extreme value theory for moving average processes
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+Spectral representations of infinitely divisible processes
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+An Introduction to the Theory of Point Processes
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+Extremes of subexponential shot noise
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+Extremal properties of shot noise processes
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+Subexponential distribution tails and point processes
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+Functionals of infinitely divisible stochastic processes with exponential tails
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+Publication:2507671