Regular variation in the mean and stable limits for Poisson shot noise

Bernoulli

Volumn 9, Issue 3, 2003, Pages 467-496

  Klüppelberg, Claudia ^a   Mikosch, Thomas ^b   Schärf, Anette ^c  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

Extremes; Infinitely divisible distribution; Multivariate regular variation; Poisson random measure; Self similar process; Stable process; Weak convergence

Indexed keywords

EID: 4043048875     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1065444814     Document Type: Article

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