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
Elisaveta Pancheva, Kosto V. Mitov, Ivan K. Mitov
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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Cites Work
- Self-similar extremal processes
- General shock models associated with correlated renewal sequences
- Limit theorems for general shock models with infinite mean intershock times
- Limit theorems for extremes with random sample size
- Decomposition for multivariate extremal processes
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