Trimmed Lévy processes and their extremal components
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DOI: 10.1016/j.spa.2019.06.018
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References listed on IDEAS
- De Haan, Laurens, 1974. "Equivalence classes of regularly varying functions," Stochastic Processes and their Applications, Elsevier, vol. 2(3), pages 243-259, July.
- Ipsen, Yuguang & Maller, Ross & Resnick, Sidney, 2019. "Ratios of ordered points of point processes with regularly varying intensity measures," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 205-222.
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Cited by:
- David M. Mason, 2021. "Self-Standardized Central Limit Theorems for Trimmed Lévy Processes," Journal of Theoretical Probability, Springer, vol. 34(4), pages 2117-2144, December.
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Keywords
Trimmed Lévy process; Trimmed subordinator; Subordinator large jumps; Extreme value-related conditions; Large-trimming limits;All these keywords.
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