The influence of sequential extremal processes on the partial sum process

DOI10.1007/S10687-012-0152-3MaRDI QIDQ907380zbMATH OpenOpenAlexFDO

Authors Markus Pauly, Arnold Janssen

Publication date 25 January 2016

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-012-0152-3

zbMATH Keywords

compound Poisson distributionlarge deviationsextreme order statistics

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

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• What portion of the sample makes a partial sum asymptotically stable or normal?

Cited in

(1)

• Sum and extremal processes over explosion area

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