Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed L\'evy Noise
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Publication:6445518
arXiv2307.15796MaRDI QIDQ6445518
Zhongwei Zhang, David Bolin, Raphaël Huser, Sebastian Engelke
Publication date: 28 July 2023
This page was built for publication: Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed L\'evy Noise
