Extremes of Volterra series expansions with heavy-tailed innovations
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Publication:2573537
DOI10.1016/j.na.2005.05.006zbMath1082.60040OpenAlexW2071521216WikidataQ58650802 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
Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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