On the characterization of certain point processes

DOI10.1016/0304-4149(87)90183-9zbMath0645.60057OpenAlexW2064200286MaRDI QIDQ1103267

Tailen Hsing

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90183-9

zbMATH Keywords

infinitely divisible point processesmaximum stable distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (17)

On some estimates based on sample behavior near high level excursions ⋮ Extreme value theory for suprema of random variables with regularly varying tail probabilities ⋮ Extremal clustering in non-stationary random sequences ⋮ Inference for Clusters of Extreme Values ⋮ On the extreme order statistics for a stationary sequence ⋮ Extreme value theory for a class of nonstationary time series with applications ⋮ Clustering of Markov chain exceedances ⋮ Estimation of extreme values by the average conditional exceedance rate method ⋮ Geostatistics of dependent and asymptotically independent extremes ⋮ Multilevel clustering of extremes. ⋮ Diagnostics for Dependence within Time Series Extremes ⋮ Model misspecification in peaks over threshold analysis ⋮ Convergence to Lévy stable processes under some weak dependence conditions ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Stationary self-similar extremal processes ⋮ The extremal index of a higher-order stationary Markov chain ⋮ On the excursion random measure of stationary processes

Cites Work

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• On the extreme order statistics for a stationary sequence
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• Extremes of moving averages of stable processes
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Weak convergence of high level exceedances by a stationary sequence
• On Extreme Order Statistics
• Extremal Processes
• The two-dimensional Poisson process and extremal processes
• On extreme values in stationary sequences

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