✦ LIBER ✦

Extremes for non-anticipating moving averages of totally skewed α-stable motion

✍ Scribed by J.M.P. Albin

Book ID: 104302674
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 351 KB
Volume: 36
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00075-8

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✦ Synopsis

We study extremes of moving averages of totally skewed s-stable motion for ~ E (1,2]. Proofs use a new formula for conditional second moments of stable random variables. (~) 1997 Elsevier Science B.V.