Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes

Annals of Probability

Volumn 32, Issue 2, 2004, Pages 1438-1468

  Samorodnitsky, Gennady ^a,b  

^a Department of Obstetrics Gynecology   (United States)

^b Cornell University   (United States)

Author keywords

Conservative flow; Dissipative flow; Ergodic theory; Extreme value theory; Long memory; Long range dependence; Maxima; Nonsingular flow; Stable process; Stationary process

Indexed keywords

EID: 3042587551     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000261     Document Type: Article

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