On the extremes of a class of non-linear processes with heavy tailed innovations

DOI10.1016/j.na.2006.08.028zbMath1117.60054MaRDI QIDQ2373836

Manuel G. Scotto

Publication date: 16 July 2007

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2006.08.028

zbMATH Keywords

point process; extremal index; Volterra series expansions; extremal behavior

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Cites Work

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