Large jumps of \(q\)-Ornstein-Uhlenbeck processes
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Publication:312098
DOI10.1016/j.spl.2016.06.025zbMath1347.60117arXiv1603.09685MaRDI QIDQ312098
Publication date: 13 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.09685
sample paths; Markov processes; extreme value theory; mixing condition; \(q\)-Ornstein-Uhlenbeck processes; double-sum method; Poisson limit theorem
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60J60: Diffusion processes
60G17: Sample path properties
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Cites Work
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