On the excursion random measure of stationary processes
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Publication:1307503
DOI10.1214/aop/1022855648zbMath0935.60013OpenAlexW2086850236MaRDI QIDQ1307503
M. Ross Leadbetter, Tailen Hsing
Publication date: 1 February 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855648
Related Items (6)
On some estimates based on sample behavior near high level excursions ⋮ The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ On multiple-level excursions by stationary processes with deterministic peaks ⋮ A complete convergence theorem for stationary regularly varying multivariate time series ⋮ Sojourn times and the fragility index ⋮ Palm theory, random measures and Stein couplings
Cites Work
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- On the exceedance point process for a stationary sequence
- On the characterization of certain point processes
- Extremal theory for stochastic processes
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- Limit theorems for strongly mixing stationary random measures
- Extremes of moving averages of stable processes
- Stationary self-similar extremal processes
- On some estimates based on sample behavior near high level excursions
- On multiple-level excursions by stationary processes with deterministic peaks
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