Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
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Publication:2804428
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Cites work
- scientific article; zbMATH DE number 3423366 (Why is no real title available?)
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
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- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
- Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
- Functionals of infinitely divisible stochastic processes with exponential tails
- High level excursion set geometry for non-Gaussian infinitely divisible random fields
- Lévy-based Cox point processes
- Lévy-based growth models
- Lévy-based modelling in brain imaging
- Lévy-based spatial-temporal modelling, with applications to turbulence
- Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
- Processes of normal inverse Gaussian type
- Random Fields and Geometry
- Sample properties of random fields. I: Separability and measurability
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Cited in
(7)- Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
- Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field
- Central limit theorem for mean and variogram estimators in Lévy–based models
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
- Tail Asymptotics of the Supremum of a Regenerative Process
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
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