Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378): Difference between revisions

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Latest revision as of 17:13, 24 June 2024

scientific article; zbMATH DE number 5033676
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English
Extremes of regularly varying Lévy-driven mixed moving average processes
scientific article; zbMATH DE number 5033676

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    Extremes of regularly varying Lévy-driven mixed moving average processes (English)
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    19 June 2006
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    extreme-value theory
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    independently scattered random measure
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    long-range dependence
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    marked point process
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    point process
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    regular variation
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    shot noise process
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    sup-Ornstein-Uhlenbeck process
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