Subexponential distribution tails and point processes

DOI10.1080/15326348808807084MaRDI QIDQ3796492zbMATH OpenOpenAlexFDO

Authors Charles M. Goldie, Sidney I. Resnick

Publication date 1988

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8671

zbMATH Keywords

domain of attractionexponential extreme value distributionmoving- average processessummability conditions

Mathematics Subject Classification ID

Distribution theory (60E99) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(5)

• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
• Multivariate subexponential distributions
• Extremes of subexponential Lévy driven moving average processes
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Extremes of Lévy driven mixed MA processes with convolution equivalent distributions

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