Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations (Q4827963)

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scientific article; zbMATH DE number 2118498
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Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations
scientific article; zbMATH DE number 2118498

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    Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations (English)
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    24 November 2004
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    moving average
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    sub-sampling
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    extreme values
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    extremal index
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    point processes
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