Convergence of extreme values of Poisson point processes at small times (Q2231310)
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English | Convergence of extreme values of Poisson point processes at small times |
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Convergence of extreme values of Poisson point processes at small times (English)
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29 September 2021
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asymptotic normality
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central limit theorem
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empirical distribution function
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extreme value distribution
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Hill estimator
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Lévy process
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order statistics
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Poisson point process
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regular variation
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second order regular variation
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small time convergence
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statistics of extreme values
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tail inference
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