Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences

DOI10.1016/0304-4149(94)00036-SzbMath0819.60051OpenAlexW2069703594MaRDI QIDQ1346161

Juerg Hüsler, Marie F. Kratz

Publication date: 21 August 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00036-s

zbMATH Keywords

stationary Gaussian processStein-Chen methodnonstationary Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Remarks on compound Poisson approximation of Gaussian random sequences ⋮ On The Properties Of Random Entire Functions

Cites Work

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• Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables
• Extremes and related properties of random sequences and processes
• Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotic approximation of crossing probabilities of random sequences
• On the rate of convergence of normal extremes
• On the convergence of the number of exceedances of nonstationary normal sequences
• Extreme values of non-stationary random sequences
• The rate of convergence of extremes of stationary normal sequences
• Limit Theorems for the Maximum Term in Stationary Sequences

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