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Extremes of supOU Processes

Conference paper
Part of the Abel Symposia book series (ABEL, volume 2)

Keywords

Extremal Index Tail Behavior Jump Time Inverse Gaussian Distribution Maximum Domain 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  1. 1.Center for Mathematical SciencesMunich University of TechnologyGarchingGermany
  2. 2.Center for Mathematical SciencesMunich University of TechnologyGarchingGermany

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