Clustering of large deviations in moving average processes: The long memory regime

Document Details

Document Type
Pub Defense Publication
Publication Date
Sep 01, 2023
Source ID
10.1016/j.spa.2023.06.009

Entities

People

  • Arijit Chakrabarty
  • Gennady Samorodnitsky

Organizations

  • Air Force Office of Scientific Research
  • Cornell University
  • National Science Foundation
  • National University of Singapore