Extremes of random variables observed in renewal times

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

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Year of publication:	2015
Authors:	Basrak, Bojan ; Špoljarić, Drago
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 216-221
Publisher:	Elsevier
Subject:	Extreme value theory \| Random number of random variables \| Point process \| Renewal process \| Renewal stopping \| Extremal process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189354