On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the extremes of a class of non-linear processes with heavy tailed innovations |
scientific article |
Statements
On the extremes of a class of non-linear processes with heavy tailed innovations (English)
0 references
16 July 2007
0 references
Volterra series expansions
0 references
point process
0 references
extremal behavior
0 references
extremal index
0 references