On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836)
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scientific article; zbMATH DE number 5171450
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| English | On the extremes of a class of non-linear processes with heavy tailed innovations |
scientific article; zbMATH DE number 5171450 |
Statements
On the extremes of a class of non-linear processes with heavy tailed innovations (English)
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16 July 2007
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Volterra series expansions
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point process
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extremal behavior
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extremal index
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0.8217376470565796
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0.8115808367729187
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0.7911727428436279
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0.7906032204627991
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0.7870173454284668
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