Limit distributions for point processes of exceedances of random levels

DOI10.1007/BF02595869zbMath0958.60021OpenAlexW1990331841MaRDI QIDQ1302068

Helena Ferreira

Publication date: 28 March 2001

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595869

zbMATH Keywords

limit lawsdoubly stochastic Poisson processesexceedances

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Asymptotic approximation of crossing probabilities of random sequences
• Limit laws for the maxima of chain-dependent sequences with positive extremal index
• On the multivariate extremal index
• Extreme values of non-stationary random sequences

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