Limit properties of exceedance point processes of strongly dependent normal sequences

DOI10.1186/S13660-015-0585-8MaRDI QIDQ2262003zbMATH OpenOpenAlexWikidataFDO

Authors Fuming Lin, Daimin Shi, Yingying Jiang

Publication date 16 March 2015

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0585-8

zbMATH Keywords

exceedance point processesstrongly dependent normal sequencesCox process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 710904 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• A normal comparison inequality and its applications
• Berman's inequality under random scaling
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• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• Limit Theorems for the Maximum Term in Stationary Sequences
• Limit distributions for the maxima of stationary Gaussian processes
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• On Piterbarg theorem for maxima of stationary Gaussian sequences
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Some distributional limit theorems for the maxima of Gaussian vector sequences
• Some new normal comparison inequalities related to Gordon's inequality

Cited in

(6)

• scientific article; zbMATH DE number 1559143 (Why is no real title available?)
• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
• Asymptotic distributions of the exceedances point processes for a dependent normal sequence
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing
• Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
• scientific article; zbMATH DE number 4109747 (Why is no real title available?)

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