Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098)
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scientific article; zbMATH DE number 6627072
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| English | Large jumps of \(q\)-Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6627072 |
Statements
Large jumps of \(q\)-Ornstein-Uhlenbeck processes (English)
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13 September 2016
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\(q\)-Ornstein-Uhlenbeck processes
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sample paths
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Markov processes
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double-sum method
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Poisson limit theorem
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mixing condition
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extreme value theory
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0.7465238571166992
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0.745189368724823
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0.7417103052139282
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0.7365961670875549
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0.7332842350006104
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