Local limit theorems for shock models
type: Item
instance of: scholarly article
title: Local limit theorems for shock models
zbMATH Open document ID: 1341.60107
DOI: 10.1214/14-BJPS274
author: Edward Omey
author: Rein Vesilo
published in: Brazilian Journal of Probability and Statistics
publication date: 2016-06-09T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1459429711
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 90B25
zbMATH DE Number: 6590339
zbMATH Keywords: shock models
zbMATH Keywords: local limit theorems
zbMATH Keywords: renewal theory
zbMATH Keywords: regular variation
zbMATH Keywords: extreme value theory
MaRDI profile type: Publication
cites work: Q4726487
cites work: Q5624436
cites work: Q4039795
cites work: Cumulative shock models
cites work: Mixed shock models
cites work: Extreme shock models
cites work: Q5633348
cites work: Q3992476
cites work: Shocks, runs and random sums
cites work: Multivariate subexponential distributions and random sums of random vectors
cites work: Asymptotic results for a run and cumulative mixed shock model
cites work: On the Rate of Convergence in Extreme Value Theory
cites work: Q3999495
cites work: General shock models associated with correlated renewal sequences
cites work: Probability for Statisticians
cites work: Uniform rates of convergence in extreme-value theory
cites work: A class of correlated cumulative shock models
description: scientific article; zbMATH DE number 6590339