A directional Poisson point process for univariate extremes

DOI10.1016/J.SPL.2026.110722MaRDI QIDQ7249712zbMATH OpenFDO

Authors Lambert De Monte, Ioannis Papastathopoulos

Publication date 19 May 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110722

zbMATH Keywords

directional Poisson point processextreme value theoryunivariate random point measures

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Extreme value theory; extremal stochastic processes (60G70)

Cites work

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• Limit laws for the maximum and minimum of stationary sequences
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Maxima and minima of stationary sequences
• Statistical inference using extreme order statistics
• Sur la distribution limite du terme maximum d'une série aléatoire
• Sur la loi de probabilité de l'écart maximum.
• The two-dimensional Poisson process and extremal processes
• Weak convergence to extremal processes

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