Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
scientific article

    Statements

    Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    5 August 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    functional limit theorem
    0 references
    partial maxima process
    0 references
    extreme value theory
    0 references
    stationary \(\alpha\)-stable process
    0 references
    self-similar process
    0 references
    pointwise dual ergodicity
    0 references
    sample maxima
    0 references
    conservative flow
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references