On the point process of near-record values

DOI10.1007/S11749-014-0408-0MaRDI QIDQ2351816zbMATH OpenOpenAlexFDO

Authors R. Gouet, F. Javier López, Gerardo Sanz

Publication date 26 June 2015

Published in Test (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/148040

zbMATH Keywords

central limit theoremlaw of large numbersnear-record valuespoint processPoisson cluster process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• An Introduction to the Theory of Point Processes
• Asymptotic properties of near Pfeifer records
• Central limit theorem for the number of near-records
• Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)
• scientific article; zbMATH DE number 50540 (Why is no real title available?)
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 3892434 (Why is no real title available?)
• Limit theorems for numbers of near records
• Limit theorems for the counting process of near-records
• Numbers of near bivariate record-concomitant observations
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• On the number and sum of near-record observations
• Parametric and nonparametric inference from record-breaking data
• Statistics for spatial data
• The central limit theorem for the Poisson shot-noise process

Cited in

(6)

• Limit theorems for numbers of near records
• Approximations of -record probabilities in i.i.d. and trend models
• Near-extremes and related point processes
• Exceedances of records
• Limit theorems for the counting process of near-records
• Exact and asymptotic properties of δ-records in the linear drift model

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