Waiting times of exceedances in random threshold models
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Publication:1007359
DOI10.1016/J.SPL.2008.10.020zbMATH Open1156.62305OpenAlexW2003766129MaRDI QIDQ1007359FDOQ1007359
Authors: Ismihan Bayramoglu, Serkan Eryilmaz 
Publication date: 20 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.020
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Cited In (5)
- Joint behaviour of precedences and exceedances in random threshold models
- Tricomi and Kummer functions in occurrence, waiting time and exceedance statistics
- Time spent below a random threshold by a Poisson driven sequence of observations
- Modeling of claim exceedances over random thresholds for related insurance portfolios
- A Space-Time Skew-t Model for Threshold Exceedances
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