Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. Appl. Probability 21, 513-525. Home/Search Document Not in Database Summary Related Articles Check |
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Regular Variation in the Mean and Stable Limits for.. - Klüppelberg, Mikosch, .. (2001) (Correct)
....then yields that (3.23) holds. This concludes the proof. Remark 3.4. The extremal behavior of the shot noise process, not the noise processes themselves, has been intensively investigated in the case when a stationary version of S exists. We refer to Doney and O Brien [6] Hsing and Teugels [12], McCormick [27] and the references therein. Acknowledgment. CK takes great pleasure in thanking the Department of Accounting and Finance and the Department of Mathematics of the University of Western Australia for their hospitality, and particularly Ross Maller. Both authors would like to thank ....
Hsing, T. and Teugels, J.L (1989) Extremal properties of shot noise processes. Adv. Appl. Probab. 21, 513-525.
Tail Behavior of Shot Noise Processes - Cornell Universi Ty (Correct)
....view of further developing the theory of these processes and to discuss their applications in particular situations. General expositions of shot noise processes trace back to Rice [Ric44] See also Parzen [Par62] Daley [Dal71] and Vervaat [Ver79] More references are listed in Hsing and Teugels [HT89] Shot noise processes have been used as models for computer failure times (Lewis [Lew64] and earthquake aftershocks (Vere Jones [VJ70] and applied in such diverse fields as acoustics (Kuno and Ikegaya [KI73] risk theory (Kluppelberg and Mikosch [KM93a] and [KM93b] and financial processes ....
T. Hsing and J.L. Teugels. Extremal properties of shot noise processes. Adv. Applied Probab., 21:513--525, 1989.
Regular Variation in the Mean and Stable Limits for.. - Klüppelberg, Mikosch, .. (2001) (Correct)
....then yields that (3.22) holds. This concludes the proof. Remark 3.4. The extremal behavior of the shot noise process, not the noise processes themselves, has been intensively investigated in the case when a stationary version of S exists. We refer to Doney and O Brien [6] Hsing and Teugels [11], McCormick [24] and the references therein. Acknowledgment. CK takes great pleasure in thanking the Department of Accounting and Finance and the Department of Mathematics of the University of Western Australia for their hospitality, and particularly Ross Maller. ....
Hsing, T. and Teugels, J.L (1989) Extremal properties of shot noise processes. Adv. Appl. Probab. 21, 513{ 525.
Probability Approximations via the Poisson Clumping Heuristic: An .. - Aldous (1992) (73 citations) (Correct)
....Gaussian processes. Extremes of narrow band Gaussian processes can be studied via the associated envelope process. See Vanmarcke [53] for applied discussion and Lindgren [35] for a recent example treated rigorously. C46 Shot noise. Asyptotics in examples like C13 are treated in Hsing and Teugels [31] C99 Miscellaneous Husler [32] gives rigorous results for locally stationary Gaussian processes crossing a moving boundary. D26 Diffusion in random environment. Rick Durrett pointed out that my discussion here is a little casual. Bramson and Durrett [15] construct analogous discrete space models ....
T. Hsing and J.L. Teugels. Extremal properties of shot noise processes. Adv. Appl. Probab., 21:513--525, 1989.
Tail Behavior of Shot Noise Processes - Samorodnitsky (Correct)
....of further developing the theory of these processes and to discuss their applications in particular situations. General expositions of shot noise processes trace back to Rice [Ric44] See also Parzen [Par62] Daley [Dal71] and Vervaat [Ver79] More references are listed in Hsing and Teugels [HT89] Shot noise processes have been used as models for computer failure times (Lewis [Lew64] and earthquake aftershocks (Vere Jones [VJ70] and applied in such diverse fields as acoustics (Kuno and Ikegaya [KI73] risk theory (Kluppelberg and Mikosch [KM93a] and [KM93b] and financial processes ....
T. Hsing and J.L. Teugels. Extremal properties of shot noise processes. Adv. Applied Probab., 21:513--525, 1989.
Extremal Behavior of Stochastic Volatility Models - Fasen, Klüppelberg, Lindner (2006) (Correct)
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Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. Appl. Probability 21, 513-525.
Extremes of Subexponential Lévy Driven Moving Average.. - Fasen (2006) (Correct)
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Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. in Appl. Probab. 21, 513--525.
Extremes of Regularly Varying Lévy Driven Mixed Moving.. - Fasen (2005) (Correct)
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Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. Appl. Probability 21, 513--525.
Extremes of Lévy Driven Mixed MA Processes with Convolution .. - Fasen (2005) (Correct)
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Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. Appl. Probability 21, 513--525.
Regular Variation in the Mean and Stable Limits for.. - Klüppelberg, Mikosch, .. (2001) (Correct)
No context found.
Hsing, T. and Teugels, J.L (1989) Extremal properties of shot noise processes. Adv. Appl. Probab. 21, 513-525.
Shot Noise on Cluster Processes with Cluster Marks, and.. - Ramirez-Perez, Serfling (2001) (Correct)
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Hsing, T. and Teugels, J. L. (1989). Extremal properties of shot noise processes. Adv. Appl. Probab. 21 513-525.
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