On extreme value asymptotics for increments of renewal processes
DOI10.1016/0378-3758(94)00079-4zbMATH Open0831.60060OpenAlexW1975938979WikidataQ126382551 ScholiaQ126382551MaRDI QIDQ1890887FDOQ1890887
Authors: Vera R. Eastwood, J. G. Steinebach 
Publication date: 25 January 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00079-4
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renewal counting processMonte Carlo estimatesincrements of renewal processesempirical intensitiestesting change in intensity
Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)
Cites Work
- Extremes and related properties of random sequences and processes
- Asymptotic distributions of pontograms
- Alignments in two-dimensional random sets of points
- On a weighted embedding for pontograms
- Invariance principles for renewal processes
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- Some recent developments concerning asymptotic distributions of pontograms
- A new class of strongly consistent variance estimators for steady-state simulations
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Cited In (16)
- Asymptotics for increments of stopped renewal processes
- On a weighted embedding for generalized pontograms.
- First passage time for some stationary processes
- Variance Estimation Based on Invariance Principles
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Block records and maxima of the increments of the Wiener process
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- Multi-scale detection of rate changes in spike trains with weak dependencies
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Testing a homogeneity of stochastic processes
- Detecting changes in a multivariate renewal process
- Title not available (Why is that?)
- Title not available (Why is that?)
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