Weak convergence of high level exceedances by a stationary sequence

DOI10.1007/BF00532685zbMath0339.60028OpenAlexW2008829108MaRDI QIDQ4107691

M. Ross Leadbetter

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532685

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Stochastic processes (60G99)

Related Items

Convergence of thinning processes using compensators, On the exceedance point process for a stationary sequence, Semicontinuous processes in multi-dimensional extreme value theory, On the characterization of certain point processes, Weak convergence of multivariate partial maxima processes, Complete convergence and records for dynamically generated stochastic processes, Ordered thinnings of point processes and random measures, Limit laws for upper and lower extremes from stationary mixing sequences, Functional weak convergence of partial maxima processes

Cites Work

• Point processes and completely monotone set functions
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• Characterization and convergence of random measures and point processes
• On extreme values in stationary sequences
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