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.
@article{bwmeta1.element.bwnjournal-article-zmv24i2p189bwm,
author = {Magdalena Chrapek and Jadwiga Dudkiewicz and Wies\l aw Dziubdziela},
title = {On the limit distributions of kth order statistics for semi-pareto processes},
journal = {Applicationes Mathematicae},
volume = {24},
year = {1997},
pages = {189-193},
zbl = {0872.60039},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv24i2p189bwm}
}
Chrapek, Magdalena; Dudkiewicz, Jadwiga; Dziubdziela, Wiesław. On the limit distributions of kth order statistics for semi-pareto processes. Applicationes Mathematicae, Tome 24 (1997) pp. 189-193. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv24i2p189bwm/
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