Limit distribution for point processes of high local maxima
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Publication:5945256
DOI10.1016/S0378-3758(00)00225-1zbMath1019.60043WikidataQ127814604 ScholiaQ127814604MaRDI QIDQ5945256
Helena Ferreira, Luísa Pereira
Publication date: 28 July 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00225-1
60G70: Extreme value theory; extremal stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
On the extremes of the max-INAR(1) process for time series of counts, On the asymptotic location of high values of a stationary sequence
Cites Work
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Extremes and clustering of nonstationary max-AR(1) sequences
- An extremal markovian sequence
- Extremes and local dependence in stationary sequences
- On extreme values in stationary sequences
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