Extremes of totally skewed stable motion
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Publication:1209697
DOI10.1016/0167-7152(93)90146-AzbMATH Open0768.60045MaRDI QIDQ1209697FDOQ1209697
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the supremum of an infinitely divisible process
- Title not available (Why is that?)
- On extremal theory for stationary processes
- The supremum of a process with stationary independent and symmetric increments
- Extremes of moving averages of stable processes
- Extrema of skewed stable processes
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Cited In (10)
- Suprema of compound Poisson processes with light tails.
- Extremes of totally skewed \(\alpha \)-stable processes
- On sampling of stationary increment processes
- Remarks on suprema of Lévy processes with light tailes
- Extrema of skewed stable processes
- On the Asymptotic Behaviour of Superexponential Lévy Processes
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
- Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
- Max-stable processes and stationary systems of Lévy particles
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