Exceedances of records

DOI10.1007/S00184-016-0580-1zbMATH Open1396.60056OpenAlexW2338024064MaRDI QIDQ314561FDOQ314561

Authors: A. Castaño-Martínez, F. López Blázquez, B. Salamanca Miño 

Publication date: 16 September 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0580-1

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zbMATH Keywords

extreme value theorycounting processescounters of particlesexceedancesrecord-like random variablesrecords

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

Cites Work

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• A note on the number of observations near an order statistic
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• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
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• First-order autoregressive gamma sequences and point processes
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• Combinatorial Methods in Discrete Distributions
• A note on the number of records near the maximum
• Asymptotic behaviour of a number of repeated records
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• On the point process of near-record values
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)
• Breaking Records and Breaking Boards
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• Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\)
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue

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