On the point process of near-record values

DOI10.1007/s11749-014-0408-0zbMath1317.60058OpenAlexW1988122768MaRDI QIDQ2351816

Raúl Gouet, Gerardo Sanz, F. Javier López

Publication date: 26 June 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/148040

zbMATH Keywords

law of large numberspoint processcentral limit theoremPoisson cluster processnear-record values

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Exceedances of records ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models ⋮ Exact and asymptotic properties of δ-records in the linear drift model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)
• Numbers of near bivariate record-concomitant observations
• Asymptotic properties of near Pfeifer records
• Limit theorems for numbers of near records
• Parametric and nonparametric inference from record-breaking data
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• Central Limit Theorem for the Number of Near-Records
• The central limit theorem for the Poisson shot-noise process
• An Introduction to the Theory of Point Processes
• Limit Theorems for the Counting Process of Near-Records
• Statistics for Spatial Data
• On the number and sum of near-record observations

This page was built for publication: On the point process of near-record values