A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory

zbMath1409.62050MaRDI QIDQ1711529

Gane Samb Lo, Harouna Sangare, Adja Mbarka Fall

Publication date: 18 January 2019

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1544583716

zbMATH Keywords

extreme value theorystatistical testsassociated random variablesasymptotic lawsdemimartingalesfunctional Hill processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

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