Limit theorems for extremal processes generated by a point process with correlated time and space components
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Publication:1003804
DOI10.1016/j.spl.2008.09.008zbMath1158.60019MaRDI QIDQ1003804
Ivan K. Mitov, Kosto V. Mitov, Elisaveta Pancheva
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.008
60G70: Extreme value theory; extremal stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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On joint sum/max stability and sum/max domains of attraction, Coupled continuous time random maxima, Extremes of random variables observed in renewal times
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