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Rootzen, Holger

Extremes of moving averages of stable processes. (English) Zbl 0394.60025

Ann. Probab. 6, 847-869 (1978).
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Cited in 1 Review
Cited in 33 Documents

MSC:

60F05 Central limit and other weak theorems
60G17 Sample path properties

Keywords:

Moving Averages; Stable Processes; Extreme Values; Moving Average; Sample Path Continuity
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\textit{H. Rootzen}, Ann. Probab. 6, 847--869 (1978; Zbl 0394.60025)
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