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

DOI10.1186/S13660-016-1082-4MaRDI QIDQ289967zbMATH OpenOpenAlexWikidataFDO

Authors Yingying Jiang, Baokun Li, Fuming Lin

Publication date 1 June 2016

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/s13660-016-1082-4

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)

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Cites work

• scientific article; zbMATH DE number 710904 (Why is no real title available?)
• scientific article; zbMATH DE number 729453 (Why is no real title available?)
• scientific article; zbMATH DE number 1916876 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
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• 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 exceedance point processes of strongly dependent normal sequences
• 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
• The maxima and sums of multivariate non-stationary Gaussian sequences

Cited in

(3)

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

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