Almost sure continuity of stable moving average processes with index less than one

DOI10.1214/AOP/1176991905MaRDI QIDQ1096963zbMATH OpenOpenAlexFDO

Authors August A. Balkema, Laurens De Haan

Publication date 1988

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991905

zbMATH Keywords

stablePoisson point processmoving averagecontinuous sample paths

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Sample path properties (60G17)

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• Moving-maximum models for extrema of time series

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