Pages that link to "Item:Q626294"
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The following pages link to Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294):
Displaying 7 items.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Q4964780) (← links)
