Convergence of extreme values of Poisson point processes at small times (Q2231310)

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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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