Extremes of q-Ornstein–Uhlenbeck processes
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DOI: 10.1016/j.spa.2017.10.008
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- Engelke, S. & Kabluchko, Z. & Schlather, M., 2011. "An equivalent representation of the Brown-Resnick process," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1150-1154, August.
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Cited by:
- Tang, Linjun & Zheng, Shengchao & Tan, Zhongquan, 2021. "Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 176(C).
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More about this item
Keywords
Markov process; Self-similar process; Tangent process; Excursion probability; Double-sum method; Brown–Resnick process; Semi-min-stable process; q-Ornstein–Uhlenbeck process;All these keywords.
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