Extreme value theory for space–time processes with heavy-tailed distributions

Author:

Davis Richard A.,Mikosch Thomas

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference26 articles.

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4. On some limit theorems similar to the arc-sin law;Breiman;Theory Probab. Appl.,1965

5. Lévy driven CARMA processes;Brockwell;Ann. Inst. Statist. Math.,2001

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