Extremes of moving averages of stable processes

Cited in

(33)

Extremes of regularly varying Lévy-driven mixed moving average processes
The extremal index of a higher-order stationary Markov chain
Modeling spatial tail dependence with Cauchy convolution processes
The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
On stochastic integral representation of stable processes with sample paths in Banach spaces
Darling-Erdős theorem for Lévy processes at zero
Limit theorems for stable processes with application to spectral density estimation
On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
On the excursion random measure of stationary processes
The tail process and tail measure of continuous time regularly varying stochastic processes
Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
Time-changed extremal process as a random sup measure
Hidden regular variation of moving average processes with heavy-tailed innovations
The distribution of the maximum of a first order moving average: the continuous case
A large deviations approach to limit theory for heavy-tailed time series
Extremes of the stochastic heat equation with additive Lévy noise
Tail and nontail memory with applications to extreme value and robust statistics
Extreme value theory for suprema of random variables with regularly varying tail probabilities
On some estimates based on sample behavior near high level excursions
Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
Extremes and local dependence in stationary sequences
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Detection of patterns in noisy time series
On the measurement and treatment of extremes in time series
Extremes of subexponential Lévy driven moving average processes
Extremes of totally skewed stable motion
Spectral representation of multivariate regularly varying Lévy and CARMA processes
On the exceedance point process for a stationary sequence
On the characterization of certain point processes
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Spectral representations of infinitely divisible processes
Inference for the limiting cluster size distribution of extreme values

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