Extremal limit theorems for observations separated by random power law waiting times

DOI10.1016/j.jspi.2008.10.005zbMath1160.60321OpenAlexW2016185723MaRDI QIDQ1015860

Stilian A. Stoev, Mark M. Meerschaert

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.005

zbMATH Keywords

subordinatorrenewal processextremal process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (6)

Statistical inference for inter-arrival times of extreme events in bursty time series ⋮ 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 ⋮ Functional weak convergence of partial maxima processes

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