Limit theorems for strongly mixing stationary random measures

DOI10.1016/0304-4149(90)90093-8MaRDI QIDQ1174263zbMATH OpenOpenAlexFDO

Authors Tailen Hsing, M. Ross Leadbetter

Publication date 25 June 1992

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(90)90093-8

zbMATH Keywords

weak convergencerandom measurescompound Poisson processLaplace functionalstationary stochastic processlimiting behavior of the exceedance measures

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random measures (60G57)

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Cites work

• scientific article; zbMATH DE number 3538605 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• Extremes and local dependence in stationary sequences
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• On the extreme order statistics for a stationary sequence
• Sojourns and extremes of stationary processes
• Some Limit Theorems for Random Functions. I

Cited in

(13)

• Extreme value theory for stochastic processes
• On the distribution of tail array sums for strongly mixing stationary sequences
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• On high level exceedance modeling and tail inference
• On the excursion random measure of stationary processes
• scientific article; zbMATH DE number 2078180 (Why is no real title available?)
• On multiple-level excursions by stationary processes with deterministic peaks
• Mixing limit theorems for ergodic transformations
• On a basis for peaks over threshold modeling
• On some estimates based on sample behavior near high level excursions
• On level crossings for a general class of piecewise-deterministic Markov processes
• Extreme value theory for a class of nonstationary time series with applications
• Limit theorems for measure-valued processes of the level-exceedance type

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