The influence of sequential extremal processes on the partial sum process

DOI10.1007/s10687-012-0152-3zbMath1329.62220OpenAlexW2036437392MaRDI QIDQ907380

Markus Pauly, Arnold Janssen

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0152-3

zbMATH Keywords

large deviationscompound Poisson distributionextreme order statistics

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

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