Extremes of moving averages of random variables with finite endpoint (Q804081)
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scientific article; zbMATH DE number 4199166
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| default for all languages | No label defined |
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| English | Extremes of moving averages of random variables with finite endpoint |
scientific article; zbMATH DE number 4199166 |
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Extremes of moving averages of random variables with finite endpoint (English)
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1991
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regular variation
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moving average processes
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summability conditions
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Convergence of point processes
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asymptotic normality
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Esscher transform
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maxima of moving averages
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domain of attraction
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extreme value distribution
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0.8747798800468445
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0.8438102006912231
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0.8363475203514099
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0.8309937119483948
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