On the limit distributions of kth order statistics for semi-pareto processes
Volume 24 / 1997
Applicationes Mathematicae 24 (1997), 189-193
DOI: 10.4064/am-24-2-189-193
Abstract
Asymptotic properties of the kth largest values for semi-Pareto processes are investigated. Conditions for convergence in distribution of the kth largest values are given. The obtained limit laws are represented in terms of a compound Poisson distribution.
