A cluster-limit theorem for infinitely divisible point processes

DOI10.1080/02331888.2010.541252zbMath1283.60077arXiv0911.5471MaRDI QIDQ5402575

Sana Louhichi, Raluca M. Balan

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.5471

zbMATH Keywords

point process; extremal index; infinite divisibility; weak dependence; exceedance process

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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