On exceedances of high levels
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Publication:665441
DOI10.1016/j.spa.2011.09.003zbMath1234.60059OpenAlexW1991526402MaRDI QIDQ665441
Publication date: 5 March 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.09.003
extreme valuescompound Poisson approximationtotal variation distancenegative binomial approximationPoisson cluster process
Inequalities; stochastic orderings (60E15) 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 (2)
Cites Work
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