CLUSTERING OF LARGE DEVIATIONS IN MOVING AVERAGE PROCESSES: THE SHORT MEMORY REGIME
成果类型:
Article
署名作者:
Chakrabarty, A. rijit; Samorodnitsky, Gennady
署名单位:
Indian Statistical Institute; Cornell University
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/23-AAP2037
发表日期:
2024
页码:
3227-3250
关键词: