Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:33, 5 March 2024
scientific article; zbMATH DE number 5033676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of regularly varying Lévy-driven mixed moving average processes |
scientific article; zbMATH DE number 5033676 |
Statements
Extremes of regularly varying Lévy-driven mixed moving average processes (English)
0 references
19 June 2006
0 references
extreme-value theory
0 references
independently scattered random measure
0 references
long-range dependence
0 references
marked point process
0 references
point process
0 references
regular variation
0 references
shot noise process
0 references
sup-Ornstein-Uhlenbeck process
0 references
