Stable marked point processes

DOI10.1214/009053606000001163zbMath1114.62101arXiv0708.0536OpenAlexW1977246639MaRDI QIDQ997384

Tucker S. McElroy, Dimitris N. Politis

Publication date: 23 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0536

zbMATH Keywords

random fieldPoisson processsubsamplingheavy-tailed random variablesstable random measure

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Related Items (3)

A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes ⋮ On the measurement and treatment of extremes in time series ⋮ On Joint Fourier–Laplace Transforms

Cites Work

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• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
• Large sample theory for statistics of stable moving averages

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