Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629): Difference between revisions

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-Sidney I. Resnick
@@ Property / author: Sidney I. Resnick / rank @@
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@@ Property / author: Sidney I. Resnick / rank @@
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+Heavy-Tail Phenomena
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+Moving averages with random coefficients and random coefficient autoregressive models
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+Extremes of moving averages of stable processes
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+Extreme value theory for moving average processes
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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+Publication:5245629