Extremes of subexponential Lévy driven moving average processes (Q2507671)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of subexponential Lévy driven moving average processes |
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Extremes of subexponential Lévy driven moving average processes (English)
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5 October 2006
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extreme value theory
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Gumbel distribution
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Lévy process
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continuous-time MA process
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marked point process
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Ornstein-Uhlenbeck process
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point process
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subexponential distribution
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tail behavior
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