A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory (Q1711529)
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scientific article; zbMATH DE number 7003217
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| English | A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory |
scientific article; zbMATH DE number 7003217 |
Statements
A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory (English)
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18 January 2019
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extreme value theory
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associated random variables
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demimartingales
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asymptotic laws
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functional Hill processes
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statistical tests
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0.754752516746521
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0.7528496384620667
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0.7523341178894043
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0.7476559281349182
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0.7466930747032166
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