On joint sum/max stability and sum/max domains of attraction

zbMath1410.60026arXiv1606.03109MaRDI QIDQ4581307

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Publication date: 16 August 2018

Full work available at URL: https://arxiv.org/abs/1606.03109

zbMATH Keywords

joint limit theoremmax stablesum stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)

Related Items (2)

Statistical inference for inter-arrival times of extreme events in bursty time series ⋮ Coupled continuous time random maxima

Cites Work

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• Limit theorems for extremal processes generated by a point process with correlated time and space components
• Extremal limit theorems for observations separated by random power law waiting times
• Strictly stable distributions on convex cones
• Limit theorems for mixed max-sum processes with renewal stopping
• General shock models associated with correlated renewal sequences
• Distribution properties of the system failure time in a general shock model
• A class of correlated cumulative shock models
• Limit theorems for general shock models with infinite mean intershock times

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