spectral tail process
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Tail measure and spectral tail process of regularly varying time series

The Annals of Applied Probability ◽

10.1214/18-aap1410 ◽

2018 ◽

Vol 28 (6) ◽

pp. 3884-3921 ◽

Cited By ~ 2

Author(s):

Clément Dombry ◽

Enkelejd Hashorva ◽

Philippe Soulier

Keyword(s):

Time Series ◽

Regularly Varying ◽

Tail Measure ◽

Spectral Tail Process

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