Convergence of exceedance point processes of normal sequences with a seasonal component and its applications

DOI10.1186/S13660-016-1082-4zbMATH Open1338.60069OpenAlexW2395069421WikidataQ59467258 ScholiaQ59467258MaRDI QIDQ289967FDOQ289967

Authors: Yingying Jiang, Baokun Li, Fuming Lin 

Publication date: 1 June 2016

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

Full work available at URL: https://doi.org/10.1186/s13660-016-1082-4

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zbMATH Keywords

maximaconvergence in distributionexceedance point processesin-plane-Cox-processnonstationary sequencesseasonal componentstrongly dependent normal sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

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• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
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Cited In (2)

• The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing

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