An upper bound on the binomial process approximation to the exceedance process

DOI10.1023/A:1024077011593zbMath1037.60047OpenAlexW116432934MaRDI QIDQ1424683

Edgar Kaufmann, Rolf-Dieter Reiss

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024077011593

zbMATH Keywords

upper boundgeneralized Pareto distributionbinomial process approximationexceedance processvon Mises function

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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