High level exceedances in stationary sequences with extremal index

DOI10.1016/0304-4149(88)90073-7zbMath0657.60027OpenAlexW2042370445MaRDI QIDQ1110897

Maria Teresa Alpuim

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90073-7

zbMATH Keywords

order statisticscompound Poissonnumber of exceedanceslimit laws for exceedances of multiple levels

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)

Related Items (1)

Asymptotics of the order statistics for a process with a regenerative structure

Cites Work

• Extremes and related properties of random sequences and processes
• Extreme values for stationary and Markov sequences
• On the exceedance point process for a stationary sequence
• Limit laws for kth order statistics from strong-mixing processes
• Extremes and local dependence in stationary sequences
• On extreme values in stationary sequences

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