Extreme value theory, ergodic theory and the boundary...

Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes

Samorodnitsky, Gennady
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Volume:
32
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/009117904000000261
Date:
April, 2004
File:
PDF, 212 KB
english, 2004
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