Extremes for non-anticipating moving averages of totally skewed α-stable motion
- 15 December 1997
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 36 (3) , 289-297
- https://doi.org/10.1016/s0167-7152(97)00075-8
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Necessary conditions for the existence of conditional moments of stable random variablesStochastic Processes and their Applications, 1995
- How do conditional moments of stable vectors depend on the spectral measure?Stochastic Processes and their Applications, 1994
- Extremes of totally skewed stable motionStatistics & Probability Letters, 1993
- On Extremal Theory for Stationary ProcessesThe Annals of Probability, 1990