Asymptotic analysis of generalized Greenwood statistics for very heavy tails

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Etat: Public
Version: de l'auteur⸱e
Licence: Non spécifiée
ID Serval
serval:BIB_0189A3D06205
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Asymptotic analysis of generalized Greenwood statistics for very heavy tails
Périodique
Statistics and Probability Letters
Auteur⸱e⸱s
Albrecher H., Garcia Flores Brandon
ISSN
0167-7152 (print)
Statut éditorial
Publié
Date de publication
2022
Peer-reviewed
Oui
Volume
185
Pages
109429
Langue
anglais
Résumé
We consider some variants of the classical Greenwood statistic and analyze their asymptotic properties for regularly varying random variables with arbitrary index of variation.
We also investigate the convergence rate of these asymptotics and study how many terms are asymptotically relevant for the resulting expressions. This naturally generalizes and unifies
some earlier results in the literature.
Création de la notice
07/02/2022 17:50
Dernière modification de la notice
03/03/2022 7:33
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