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

DOI10.6028/JRES.099.051MaRDI QIDQ4355364zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

exceedancesnonstationarynormal sequencesrate of convergenceStein-Chen method

Mathematics Subject Classification ID

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

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Cited in

(5)

• Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences
• On the asymptotic distribution of the number of random variables exceeding a given level
• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
• A note on exceedances and rare events of non-stationary sequences
• scientific article; zbMATH DE number 969269 (Why is no real title available?)

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