Joint sum-and-max limit for a class of long-range dependent processes with heavy tails (Q6592128)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7900838
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Joint sum-and-max limit for a class of long-range dependent processes with heavy tails |
scientific article; zbMATH DE number 7900838 |
Statements
Joint sum-and-max limit for a class of long-range dependent processes with heavy tails (English)
0 references
24 August 2024
0 references
asymptotic dependence
0 references
infinitely divisible process
0 references
long-range dependence
0 references
stable subordinator
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0.8010231852531433
0 references
0.796662449836731
0 references
0.7912939786911011
0 references
