Title of article :
Extremes of totally skewed α-stable processes
Author/Authors :
Albin، نويسنده , , J.M.P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
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.
Keywords :
Fractional ?-stable motion , ?-stable process , Totally skewed ?-stable distribution , Skewed ?-stable distribution , extremes , ?-Stable random field , ?-stable motion , Moving Average
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications