On exceedances of high levels
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Publication:665441
DOI10.1016/j.spa.2011.09.003zbMath1234.60059MaRDI QIDQ665441
Publication date: 5 March 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.09.003
extreme values; compound Poisson approximation; total variation distance; negative binomial approximation; Poisson cluster process
60E15: Inequalities; stochastic orderings
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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Cites Work
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