A note on exceedances and rare events of non-stationary sequences

DOI10.2307/3214519zbMATH Open0787.60058OpenAlexW2333191743MaRDI QIDQ4280656FDOQ4280656

Authors: J. Hüsler 

Publication date: 19 May 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214519

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zbMATH Keywords

triangular arraysmixing conditionslevel crossingsconvergence of the point process of exceedances

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited In (7)

• Limiting crossing probabilities of random fields
• Alarm systems and catastrophes from a diverse point of view
• Rare events, temporal dependence, and the extremal index
• The extremes of a triangular array of normal random variables
• Multivariate option price models and extremes
• Rare-event asymptotics for the number of exceedances of multiplicative factor models
• Title not available (Why is that?)

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