On extremal theory for self-similar processes (Q1307504)

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On extremal theory for self-similar processes
scientific article

    Statements

    title
    On extremal theory for self-similar processes (English)
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    author
    J. M. P. Albin
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    publication date
    7 June 2000
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    zbMATH Keywords
    extremes
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    Lamperti's transformation
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    self-similar process
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    sojourns
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    cites work
    Q4023200
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    Q5822308
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    Q3771297
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    Q3290160
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    Q4301585
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    Q3729765
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    Q4693741
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    Identifiers

    Mathematics Subject Classification ID
    60G18
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    60G70
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    60G10
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    60F10
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    zbMATH DE Number
    1355252
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    OpenAlex ID
    W2132080579
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