Scan statistics of Lévy noises and marked empirical processes
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Publication:3625645
DOI10.1239/aap/1240319575zbMath1162.60016OpenAlexW2129459384MaRDI QIDQ3625645
Zakhar Kabluchko, Evgueni Spodarev
Publication date: 6 May 2009
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1240319575
extremesmarked empirical processindependently scattered Lévy random measurePickands' double sum methodscan statistic with variable window size
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
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