Time-changed extremal process as a random sup measure
Author
Lacaux, Céline
Samorodnitsky, Gennady
Abstract
A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a beta-power time change in the classical Fr'echet extremal process, for beta in a subinterval of the unit interval. Any such power time change in the extremal process for 0
Sponsorship
ARO
grant W911NF-12-10385 and NSA grant H98230-11-1-0154
grant W911NF-12-10385 and NSA grant H98230-11-1-0154
Date Issued
2014-10-09
Type
preprint