Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628)
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scientific article; zbMATH DE number 6235235
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| default for all languages | No label defined |
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| English | Functional regular variation of Lévy-driven multivariate mixed moving average processes |
scientific article; zbMATH DE number 6235235 |
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Functional regular variation of Lévy-driven multivariate mixed moving average processes (English)
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2 December 2013
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càdlàg sample paths
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functional regular variation
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heavy tails
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Lévy basis
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mixed moving average process
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0.8520265817642212
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0.8354920148849487
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0.8317475914955139
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0.7745002508163452
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