On the limit distributions of kth order statistics for semi-pareto processes
Magdalena Chrapek, Jadwiga Dudkiewicz, Wiesław Dziubdziela (1997)
Applicationes Mathematicae
Similarity:
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.