The tail process and tail measure of continuous time regularly varying stochastic processes-Reference-Cited by-同舟云学术

The tail process and tail measure of continuous time regularly varying stochastic processes

Published:2021-06-05 Issue:1 Volume:25 Page:107-173
ISSN:1386-1999
Container-title:Extremes
language:en
Short-container-title:Extremes

Author:

Soulier Philippe

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s10687-021-00417-3.pdf

Reference50 articles.

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3. Berman, S.M.: Sojourns and Extremes of Stochastic Processes. The Wadsworth & Brooks/Cole Statistics/Probability Series. Wadsworth & Brooks/Cole Advanced Books & Software, Pacific Grove (1992)

4. Billingsley, P.: Convergence of Probability Measures. Wiley Series in Probability and Statistics, Probability and Statistics, 2nd edn. Wiley, New York (1999)

5. Basrak, B., Planinić, H.: A note on vague convergence of measures. Stat. Probab. Lett. 153, 180–186 (2019)

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