Scan statistics of Lévy noises and marked empirical processes

DOI10.1239/AAP/1240319575zbMATH Open1162.60016OpenAlexW2129459384MaRDI QIDQ3625645FDOQ3625645

Authors: Zakhar Kabluchko, Evgeny Spodarev 

Publication date: 6 May 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1240319575

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zbMATH Keywords

extremesmarked empirical processindependently scattered Lévy random measurePickands' double sum methodscan statistic with variable window size

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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Cited In (3)

• Limiting distribution for the maximal standardized increment of a random walk
• Testing for epidemic changes in the mean of a multiparameter stochastic process
• Maxima of moving sums in a Poisson random field

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