Weak convergence of high level exceedances by a stationary sequence

DOI10.1007/BF00532685zbMath0339.60028OpenAlexW2008829108MaRDI QIDQ4107691

M. Ross Leadbetter

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532685

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Stochastic processes (60G99)

Related Items (9)

Convergence of thinning processes using compensators ⋮ On the exceedance point process for a stationary sequence ⋮ Semicontinuous processes in multi-dimensional extreme value theory ⋮ On the characterization of certain point processes ⋮ Weak convergence of multivariate partial maxima processes ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Ordered thinnings of point processes and random measures ⋮ Limit laws for upper and lower extremes from stationary mixing sequences ⋮ Functional weak convergence of partial maxima processes

Cites Work

• Point processes and completely monotone set functions
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• Characterization and convergence of random measures and point processes
• On extreme values in stationary sequences
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