On the limit distributions of kth order statistics for semi-pareto processes

Authors
Publication date
1 January 1997
Publisher
Polska Akademia Nauk. Instytut Matematyczny PAN

Abstract

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

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