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

DOI10.2307/3214519MaRDI QIDQ4280656zbMATH OpenOpenAlexFDO

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

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)

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• Rare-event asymptotics for the number of exceedances of multiplicative factor models
• Rare events, temporal dependence, and the extremal index

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