Pages that link to "Item:Q1890697"
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The following pages link to Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697):
Displaying 21 items.
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- On suprema of Lévy processes with light tails (Q963037) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
- Remarks on suprema of Lévy processes with light tailes (Q1284585) (← links)
- Extremes of totally skewed \(\alpha \)-stable processes (Q1593595) (← links)
- Suprema of compound Poisson processes with light tails. (Q1879487) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction (Q2121642) (← links)
- On a class of Lévy processes (Q2489844) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
- A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS (Q3509968) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Q4964780) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)