Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / zbMATH DE Number: 6235235 / rank | |||
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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 | |||
| Property / zbMATH Keywords: Lévy basis / rank | |||
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mixed moving average process | |||
| Property / zbMATH Keywords: mixed moving average process / rank | |||
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Revision as of 12:47, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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