Convergence of extreme values of Poisson point processes at small times

Author:

Buchmann BorisORCID,Ferreira Ana,Maller Ross A.

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference43 articles.

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2. Aït-Sahalia, Y., Jacod, J.: Testing whether jumps have finite or infinite activity. Ann. Statist. 39, 1689–1719 (2011)

3. Aït-Sahalia, Y., Jacod, J.: Identifying the successive Blumenthal-Getoor indices of a discretely observed process. Ann. Statist. 40, 1430–1464 (2012)

4. Bingham, N. H., Goldie, C. M., Teugels, J. L.: Regular Variation Encyclopedia of Mathematics and Its Applications, vol. 27. Cambridge University Press, Cambridge (1989)

5. Blumenthal, R., Getoor, R.: Sample functions of stochastic processes with stationary independent increments. J. Math. Mech. 10, 493–516 (1961)

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