Extremes of Continuous–Time Processes. (Q3646975)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extremes of Continuous–Time Processes.
scientific article

    Statements

    Extremes of Continuous–Time Processes. (English)
    0 references
    0 references
    27 November 2009
    0 references
    extremal behavior
    0 references
    heavy-tailed models
    0 references
    heavy-tailed Ornstein-Uhlenbeck
    0 references
    continuous-time GARCH processes
    0 references

    Identifiers