On the convergence of the number of exceedances of nonstationary normal sequences

DOI10.6028/JRES.099.051zbMATH Open0881.60049OpenAlexW2048904494MaRDI QIDQ4355364FDOQ4355364

Authors: Marie Kratz, J. Hüsler 

Publication date: 1 March 1998

Published in: Journal of Research of the National Institute of Standards and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.6028/jres.099.051

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zbMATH Keywords

rate of convergencenonstationaryStein-Chen methodexceedancesnormal sequences

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cited In (3)

• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
• Title not available (Why is that?)
• Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences

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