On the compound Poisson limit for high level exceedances

DOI10.2307/3214404MaRDI QIDQ4204890zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214404

zbMATH Keywords

approximation formulalimit distribution of extreme order statisticsnumbers of exceedances

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Order statistics; empirical distribution functions (62G30)

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Cited in

(5)

• On the exceedance point process for a stationary sequence
• High level exceedances in stationary sequences with extremal index
• On the asymptotic distribution of the number of random variables exceeding a given level
• Joint exceedances of high levels under a local dependence condition
• On exceedances of high levels

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