Functional regular variation of Lévy-driven multivariate mixed moving average processes
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Publication:385628
DOI10.1007/s10687-012-0165-yzbMath1284.60093arXiv1204.0639OpenAlexW2056309359MaRDI QIDQ385628
Publication date: 2 December 2013
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.0639
Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70)
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