Extremes of regularly varying Lévy-driven mixed moving average processes

DOI10.1239/aap/1134587750;zbMath1094.60038MaRDI QIDQ5475378

Vicky Fasen

Publication date: 19 June 2006

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1134587750

zbMATH Keywords

regular variationpoint processlong-range dependencemarked point processextreme-value theoryshot noise processindependently scattered random measuresup-Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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