Pregled bibliografske jedinice broj: 953692
The tail process revisited
The tail process revisited // Extremes, 21 (2018), 4; 551-579 doi:10.1007/s10687-018-0312-1 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 953692 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
The tail process revisited
Autori
Planinić, Hrvoje ; Soulier, Philippe
Izvornik
Extremes (1386-1999) 21
(2018), 4;
551-579
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Regularly varying time series ; Tail process ; Tail measure
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Hrvoje Planinić
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
