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

DOI10.1186/s13660-016-1082-4zbMath1338.60069OpenAlexW2395069421WikidataQ59467258 ScholiaQ59467258MaRDI QIDQ289967

Yingying Jiang, Baokun Li, Fu-ming 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

zbMATH Keywords

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

Related Items (1)

Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Cites Work

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• A normal comparison inequality and its applications
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• Limit properties of exceedance point processes of strongly dependent normal sequences
• Some new normal comparison inequalities related to Gordon's inequality
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• Limit Theorems for the Maximum Term in Stationary Sequences

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