Limit distribution for point processes of high local maxima

DOI10.1016/S0378-3758(00)00225-1MaRDI QIDQ5945256zbMATH OpenOpenAlexWikidataFDO

Authors Luisa Pereira, Helena Ferreira

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

dependence conditionsextreme valueslimit distributionpoint processes

Mathematics Subject Classification ID

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

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Cites work

• An extremal markovian sequence
• Extremes and clustering of nonstationary max-AR(1) sequences
• Extremes and local dependence in stationary sequences
• scientific article; zbMATH DE number 4109747 (Why is no real title available?)
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• On extreme values in stationary sequences

Cited in

(3)

• Local properties of the limiting distribution of the statistical estimator for jump point of a density
• On the asymptotic location of high values of a stationary sequence
• On the extremes of the max-INAR(1) process for time series of counts

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