Compound Poisson limit theorems for high-level exceedances of some non-stationary processes

DOI10.3150/bj/1065444815zbMath1049.60043OpenAlexW2047042997MaRDI QIDQ1433464

Lise Bellanger, Gonzalo Perera

Publication date: 18 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1065444815

zbMATH Keywords

level setpoint processcompound Poisson processexceedancesasymptotically ponderable collection of setsmean occupation measure

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)

Related Items (1)

A cluster-limit theorem for infinitely divisible point processes

This page was built for publication: Compound Poisson limit theorems for high-level exceedances of some non-stationary processes