Extremes of totally skewed stable motion
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Publication:1209697
DOI10.1016/0167-7152(93)90146-AzbMath0768.60045MaRDI QIDQ1209697
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items (9)
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Suprema of compound Poisson processes with light tails. ⋮ Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion ⋮ Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process ⋮ On the Asymptotic Behaviour of Superexponential Lévy Processes ⋮ Max-stable processes and stationary systems of Lévy particles ⋮ On sampling of stationary increment processes ⋮ Remarks on suprema of Lévy processes with light tailes ⋮ Extremes of totally skewed \(\alpha \)-stable processes
Cites Work
- On extremal theory for stationary processes
- The supremum of a process with stationary independent and symmetric increments
- On the supremum of an infinitely divisible process
- 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
- Extremes of moving averages of stable processes
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