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The tail process revisited.
- Source :
- Extremes; Dec2018, Vol. 21 Issue 4, p551-579, 29p
- Publication Year :
- 2018
-
Abstract
- The tail measure of a regularly varying stationary time series has been recently introduced. It is used in this contribution to reconsider certain properties of the tail process and establish new ones. A new formulation of the time change formula is used to establish identities, some of which were indirectly known and some of which are new. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 13861999
- Volume :
- 21
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Extremes
- Publication Type :
- Academic Journal
- Accession number :
- 132945762
- Full Text :
- https://doi.org/10.1007/s10687-018-0312-1