Point processes of exceedances by random fields

DOI10.1016/j.jspi.2011.09.012zbMath1427.60087OpenAlexW2042614201MaRDI QIDQ651082

Luísa Pereira, Helena Ferreira

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.09.012

zbMATH Keywords

extremal indexmixing conditionspoint process of exceedances

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Cluster size distributions of extreme values for the Poisson-Voronoi tessellation, On the maxima and minima of complete and incomplete samples from nonstationary random fields, Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics, On the maxima and sums of homogeneous Gaussian random fields, Clustering of high values in random fields, On extremal indices greater than one for a scheme of series, Random fields and random sampling, Asymptotic Location of Largest Values of a Stationary Random Field

Cites Work

• How to compute the extremal index of stationary random fields
• On the exceedance point process for a stationary sequence
• Limiting crossing probabilities of random fields
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