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- W2023438052 abstract "Abstract We study extremes of moving averages of totally skewed α-stable motion for α ϵ (1,2]. Proofs use a new formula for conditional second moments of stable random variables." @default.
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- W2023438052 date "1997-12-01" @default.
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- W2023438052 title "Extremes for non-anticipating moving averages of totally skewed α-stable motion" @default.
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- W2023438052 doi "https://doi.org/10.1016/s0167-7152(97)00075-8" @default.
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