An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process

DOI10.1007/BF01098492zbMath0724.60025OpenAlexW2065363856MaRDI QIDQ757970

E. A. Pikersgil', Vladimir I. Piterbarg

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01098492

zbMATH Keywords

convergence rateGaussian stationary processPoisson limit theoremGaussian process extremes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Extremes and related properties of random sequences and processes
• A general Poisson approximation theorem
• Limit Theorems for the Maximum Term in Stationary Sequences

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