On the extremes of a class of nonstationary processes with heavy tailed innovations

DOI10.7151/DMPS.1188OpenAlexW2781572053MaRDI QIDQ5040234

El Hadji Dème, Aliou Diop, Saliou Diouf

Publication date: 11 October 2022

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmps.1188

zbMATH Keywords

extreme value distributionsnonstationary processPoisson random measureregular varying function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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