Extremes of Continuous–Time Processes. (Q3646975)
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scientific article; zbMATH DE number 5640055
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| English | Extremes of Continuous–Time Processes. |
scientific article; zbMATH DE number 5640055 |
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Extremes of Continuous–Time Processes. (English)
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27 November 2009
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extremal behavior
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heavy-tailed models
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heavy-tailed Ornstein-Uhlenbeck
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continuous-time GARCH processes
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0.8166401982307434
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0.7828577160835266
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0.7650195956230164
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0.7556425929069519
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