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Extremes of totally skewed α-stable processes

✍ Scribed by J.M.P. Albin


Book ID
108433020
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
225 KB
Volume
79
Category
Article
ISSN
0304-4149

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Extremes for non-anticipating moving ave
✍ J.M.P. Albin 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 351 KB

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.