Stochastic compactness and point processes
- 1 October 1984
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 37 (3), 307-316
- https://doi.org/10.1017/s144678870002228x
Abstract
We show that stochastic compactness of partial sums with no normal limit distribution corresponds to stochastic compactness of the point processes generated by the observations so that there exist joint limit distributions for the sample sums and the sample maxima.Keywords
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