Trimmed Lévy processes and their extremal components-Reference-Cited by-同舟云学术

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Trimmed Lévy processes and their extremal components

Published:2020-04 Issue:4 Volume:130 Page:2228-2249
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ipsen Yuguang,Maller Ross,Resnick Sidney

Funder

Australian Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. Regular Variation;Bingham,1989

2. Point processes and queues;Brémaud,1981

3. Functional laws for trimmed Lévy processes;Buchmann;J. Appl. Probab.,2017

4. Processes of rth largest;Buchmann;Extremes,2018

5. An Introduction to Probability Theory and Its Applications, Vol. 1;Feller,1957

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Note on Central Limit Theorems for Trimmed Subordinated Subordinators;Progress in Probability;2023

2. A generalised Dickman distribution and the number of species in a negative binomial process model;Advances in Applied Probability;2021-06

3. No-Tie Conditions for Large Values of Extremal Processes;A Lifetime of Excursions Through Random Walks and Lévy Processes;2021

4. Size biased sampling from the Dickman subordinator;Stochastic Processes and their Applications;2020-11

5. Self-Standardized Central Limit Theorems for Trimmed Lévy Processes;Journal of Theoretical Probability;2020-07-14

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