Limit theorems for strongly mixing stationary random measures

DOI10.1016/0304-4149(90)90093-8zbMATH Open0736.60046OpenAlexW1984383014MaRDI QIDQ1174263FDOQ1174263

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

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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)

Cites Work

• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Title not available (Why is that?)
• Extremes and local dependence in stationary sequences
• Some Limit Theorems for Random Functions. I
• Sojourns and extremes of stationary processes
• Title not available (Why is that?)
• On the extreme order statistics for a stationary sequence

Cited In (13)

• On the distribution of tail array sums for strongly mixing stationary sequences
• Title not available (Why is that?)
• On high level exceedance modeling and tail inference
• On the excursion random measure of stationary processes
• Title not available (Why is that?)
• 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
• Extreme value theory for stochastic processes

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