Limit distribution for point processes of high local maxima

DOI10.1016/S0378-3758(00)00225-1zbMath1019.60043OpenAlexW2032143315WikidataQ127814604 ScholiaQ127814604MaRDI QIDQ5945256

Helena Ferreira, Luísa Pereira

Publication date: 28 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00225-1

zbMATH Keywords

extreme valuespoint processesdependence conditionslimit distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

On the extremes of the max-INAR(1) process for time series of counts ⋮ On the asymptotic location of high values of a stationary sequence

Cites Work

• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• Extremes and clustering of nonstationary max-AR(1) sequences
• An extremal markovian sequence
• Extremes and local dependence in stationary sequences
• On extreme values in stationary sequences
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