Time spent below a random threshold by a Poisson driven sequence of observations
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exceedance statisticslimit theoremsnonhomogeneous Poisson processobservationsorder statisticsrandom threshold
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Processes in random environments (60K37) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20)
Recommendations
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- Duration of stay inside an interval by the Poisson process with a negative exponential component
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Cites work
- Distributional properties of exceedance statistics
- Distributional properties of statistics based on minimal spacing and record exceedance statistics
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- On distributions of exceedances associated with order statistics and record values for arbitrary distributions
- On Repair Age Residual Repair Life in the Minimal Repair Process
- Random threshold models based on multivariate observations.
- Shock models and wear processes
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