Extremes of periodic moving averages of random variables with regularly varying tail probabilities (Q3645227)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5633842
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extremes of periodic moving averages of random variables with regularly varying tail probabilities |
scientific article; zbMATH DE number 5633842 |
Statements
16 November 2009
0 references
periodic moving average processes
0 references
extremal index
0 references
mixing condition
0 references
0.8548952341079712
0 references
0.8008595705032349
0 references
0.7937310338020325
0 references
