An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process

DOI10.1007/BF01098492zbMATH Open0724.60025OpenAlexW2065363856MaRDI QIDQ757970FDOQ757970

Authors: E. A. Pikersgil', V. I. Piterbarg 

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01098492

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zbMATH Keywords

convergence ratePoisson limit theoremGaussian stationary processGaussian process extremes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Extremes and related properties of random sequences and processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• A general Poisson approximation theorem

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