Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
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Publication:1110898
DOI10.1016/0304-4149(88)90075-0zbMath0657.60028OpenAlexW2004444437MaRDI QIDQ1110898
Richard A. Davis, Sidney I. Resnick
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90075-0
moving average processPoisson random measuresconvergence of maxima and exceedancesmax-moving average processsequence of point processes
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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