Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749)
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scientific article; zbMATH DE number 5981311
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| English | Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations |
scientific article; zbMATH DE number 5981311 |
Statements
Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (English)
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27 November 2011
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maximum of random walk
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heavy tail
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fractional ARIMA process
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long range dependence
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boundary crossing probability
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nonlinear renewal theory
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0.8823450803756714
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0.7641456127166748
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0.7639695405960083
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0.7638416290283203
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