1
by Buraczewski, Dariusz, Damek, Ewa, Mikosch, Thomas
Published 2016
Springer International Publishing
... solution, the tail behavior with special emphasis on power law behavior, moments and support, is presented...

2
by Mikosch, Thomas, Wintenberger, Olivier
Published 2024
Springer Nature Switzerland
... characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial...