Abstract
A shock model in which the time intervals between shocks are in the domain of attraction of a stable law of order less than 1 or relatively stable is considered. Weak limit theorems are established for the cumulative magnitude of the shocks and the first time the cumulative magnitude exceeds z without any assumption on the dependence between the intershock interval and shock magnitude.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
23 articles.
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