Geodesic
On the limit distributions of kth order statistics for semi-pareto processes
Applicationes Mathematicae, Tome 24 (1997) no. 2, pp. 189-193.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Asymptotic properties of the kth largest values for semi-Pareto processes are investigated. Conditions for convergence in distribution of the kth largest values are given. The obtained limit laws are represented in terms of a compound Poisson distribution.
DOI : 10.4064/am-24-2-189-193
Keywords: extreme values, semi-Pareto process, autoregressive process

Magdalena Chrapek 1 ; Jadwiga Dudkiewicz 1 ; Wiesław Dziubdziela 1

1 
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Magdalena Chrapek; Jadwiga Dudkiewicz; Wiesław Dziubdziela. On the limit distributions of kth order statistics for semi-pareto processes. Applicationes Mathematicae, Tome 24 (1997) no. 2, pp. 189-193. doi : 10.4064/am-24-2-189-193. http://geodesic.mathdoc.fr/articles/10.4064/am-24-2-189-193/

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