Compound Poisson approximation of the number of exceedances in Gaussian sequences
From MaRDI portal
Publication:1294767
DOI10.1023/A:1009929800688zbMath0929.60016MaRDI QIDQ1294767
Publication date: 10 August 1999
Published in: Extremes (Search for Journal in Brave)
extreme values; compound Poisson approximation; Stein-Chen method; Gaussian sequences; \(m\)-dependence
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
Related Items
On asymptotics of multivariate integrals with applications to records, On exceedances of high levels, Remarks on compound Poisson approximation of Gaussian random sequences, Asymptotics and bounds for multivariate Gaussian tails, On multivariate Gaussian tails