Random Time-Changed Extremal Processes
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Publication:5439995
DOI10.1137/S0040585X97982694zbMath1135.60030MaRDI QIDQ5439995
Pavlina Jordanova, Elisaveta Pancheva, Ekaterina Todorova Kolkovska
Publication date: 30 January 2008
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (5)
Mixed Poisson process with Pareto mixing variable and its risk applications ⋮ Max-semi-selfdecomposable laws and related processes ⋮ Risk process approximation with mixing ⋮ 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
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