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- W2115812218 abstract "We give upper and lower bounds for the probability for a local extrema of a totally skewed α -stable stochastic process. Often these bounds are sharp and coincide. The Gaussian case α =2 is not excluded, and there our results slightly improve existing general bounds. Applications focus on moving averages and fractional α -stable motions." @default.
- W2115812218 created "2016-06-24" @default.
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- W2115812218 date "1999-02-01" @default.
- W2115812218 modified "2023-09-29" @default.
- W2115812218 title "Extremes of totally skewed α-stable processes11Research supported by `Naturvetenskapliga Forskningsrådet Contract F-AA/MA 9207-307, and by Office of Naval Research Grant N00014-93-1-0043." @default.
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- W2115812218 doi "https://doi.org/10.1016/s0304-4149(98)00093-3" @default.
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