Extremes for shot noise processes with heavy tailed amplitudes
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Publication:4364871
DOI10.2307/3215091zbMath0886.60041MaRDI QIDQ4364871
Publication date: 18 February 1998
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215091
60G70: Extreme value theory; extremal stochastic processes
60J05: Discrete-time Markov processes on general state spaces
60K99: Special processes
60K05: Renewal theory
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