Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
From MaRDI portal
Publication:1382495
DOI10.1016/S0304-4149(96)00116-0zbMath0889.60016MaRDI QIDQ1382495
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (2)
On the accuracy of multivariate compound Poisson approximation. ⋮ Multilevel clustering of extremes.
Cites Work
- Unnamed Item
- Unnamed Item
- Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables
- Two moments suffice for Poisson approximations: The Chen-Stein method
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- Poisson approximation for dependent trials
- Stochastic inequalities on partially ordered spaces
- Association of normal random variables and Slepian's inequality
- Extreme values and crossings for theX2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
- Some properties of the crossings process generated by a stationary χ2 process
- Limit Theorems for the Maximum Term in Stationary Sequences
This page was built for publication: Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
