Extremes of Volterra series expansions with heavy-tailed innovations

DOI10.1016/j.na.2005.05.006zbMath1082.60040WikidataQ58650802 ScholiaQ58650802MaRDI QIDQ2573537

Feridun Turkman, Manuel G. Scotto

Publication date: 22 November 2005

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.2005.05.006

zbMATH Keywords

point processes; polynomial systems; extremal index; extremal behavior

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

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

Related Items

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

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