Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2056309359 / rank | |||
Normal rank | |||
Revision as of 00:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional regular variation of Lévy-driven multivariate mixed moving average processes |
scientific article |
Statements
Functional regular variation of Lévy-driven multivariate mixed moving average processes (English)
0 references
2 December 2013
0 references
càdlàg sample paths
0 references
functional regular variation
0 references
heavy tails
0 references
Lévy basis
0 references
mixed moving average process
0 references
