Limit theorems for extremal processes generated by a point process with correlated time and space components

DOI10.1016/j.spl.2008.09.008zbMath1158.60019OpenAlexW2083207452MaRDI QIDQ1003804

Ivan K. Mitov, Kosto V. Mitov, Elisaveta Pancheva

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.008

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

On extremes of random clusters and marked renewal cluster processes ⋮ On joint sum/max stability and sum/max domains of attraction ⋮ Coupled continuous time random maxima ⋮ Extremes of random variables observed in renewal times

Cites Work

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• Self-similar extremal processes
• General shock models associated with correlated renewal sequences
• Limit theorems for general shock models with infinite mean intershock times
• Limit theorems for extremes with random sample size
• Decomposition for multivariate extremal processes
• Limit theorems for continuous-time random walks with infinite mean waiting times
• On Extreme Order Statistics
• Random Time-Changed Extremal Processes
• Limit theorems for occupation times of Markov processes
• Mixed shock models

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