Author of the publication

Growth rates of sample covariances of stationary symmetric alpha-stable processes associated with null recurrent Markov chains

, , and . Stochastic Processes and their Applications, 85 (2): 321--339 (Feb 1, 2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A discussion on mean excess plots, and . Stochastic Processes and their Applications, 120 (8): 1492 - 1517 (2010)Activity rates with very heavy tails, and . Stochastic Processes and their Applications, 116 (2): 131--155 (February 2006)The impact of competition on prices with numerous firms., , , , , and . J. Econ. Theory, (2016)Growth rates of sample covariances of stationary symmetric alpha-stable processes associated with null recurrent Markov chains, , and . Stochastic Processes and their Applications, 85 (2): 321--339 (Feb 1, 2000)Nonstandard regular variation of in-degree and out-degree in the preferential attachment model., , , , , and . J. Appl. Probab., 53 (1): 146-161 (2016)Extremal dependence measure and extremogram: the regularly varying case, and . Extremes, (2011)10.1007/s10687-011-0135-9.Random Networks with Heterogeneous Reciprocity., and . CoRR, (2022)Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution, and . Stochastic Processes and their Applications, 30 (1): 41--68 (November 1988)More limit theory for the sample correlation function of moving averages, and . Stochastic Processes and their Applications, 20 (2): 257--279 (September 1985)Point processes associated with stationary stable processes, and . Stochastic Processes and their Applications, 114 (2): 191--209 (December 2004)