On a basis for peaks over threshold modeling

DOI10.1016/0167-7152(91)90107-3zbMath0736.60026WikidataQ56084241 ScholiaQ56084241MaRDI QIDQ1181131

M. Ross Leadbetter

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90107-3

zbMATH Keywords

multiplicity; compound Poisson process; peaks over thresholds; Pareto-type approximations

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Cites Work

• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Estimating tails of probability distributions
• Limit theorems for strongly mixing stationary random measures
• Statistical inference using extreme order statistics
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