Point processes and multivariate extreme values

Paul Deheuvels

Journal of Multivariate Analysis, 1983, vol. 13, issue 2, 257-272

Abstract: A new model for point processes is developed which assumes that the interarrival times are exponentially distributed and follow joint multivariate extreme value distributions. It is shown that such processes may arise via natural generating procedures, and that, under very weak assumptions, that they can be approximated as closely as desired by appropriate finite models.

Keywords: Point; processes; extreme; values; order; statistics; Multivariate; distributions (search for similar items in EconPapers)
Date: 1983
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Citations: View citations in EconPapers (22)

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