On limiting cluster size distributions for processes of exceedances for stationary sequences
From MaRDI portal
Publication:613169
DOI10.1016/j.spl.2010.08.006zbMath1208.60049arXiv1004.4955OpenAlexW2081938035MaRDI QIDQ613169
Serguei Novak, Konstantin A. Borovkov
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.4955
Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- On the exceedance point process for a stationary sequence
- Extremal theory for stochastic processes
- On level crossings for a general class of piecewise-deterministic Markov processes
- A counterexample concerning the extremal index
- Maxima and exceedances of stationary Markov chains
- Extremes and local dependence in stationary sequences
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
This page was built for publication: On limiting cluster size distributions for processes of exceedances for stationary sequences