Extremes of totally skewed stable motion

DOI10.1016/0167-7152(93)90146-AzbMath0768.60045MaRDI QIDQ1209697

J. M. P. Albin

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

extreme valuesstable Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (9)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Suprema of compound Poisson processes with light tails. ⋮ Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion ⋮ Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process ⋮ On the Asymptotic Behaviour of Superexponential Lévy Processes ⋮ Max-stable processes and stationary systems of Lévy particles ⋮ On sampling of stationary increment processes ⋮ Remarks on suprema of Lévy processes with light tailes ⋮ Extremes of totally skewed \(\alpha \)-stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On extremal theory for stationary processes
• The supremum of a process with stationary independent and symmetric increments
• On the supremum of an infinitely divisible process
• Extrema of skewed stable processes
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• Extremes of moving averages of stable processes

This page was built for publication: Extremes of totally skewed stable motion