WEAK CONVERGENCE OF HIGH-LEVEL EXCEEDANCES BY A STATIONARY SEQUENCE

被引:21
作者
LEADBETTER, MR [1 ]
机构
[1] UNIV NORTH CAROLINA,DEPT STATISTICS,CHAPEL HILL,NC 27514
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1976年 / 34卷 / 01期
关键词
D O I
10.1007/BF00532685
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:11 / 15
页数:5
相关论文
共 7 条
[1]   ASYMPTOTIC INDEPENDENCE OF NUMBERS OF HIGH AND LOW LEVEL CROSSINGS OF STATIONARY GAUSSIAN PROCESSES [J].
BERMAN, SM .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03) :927-+
[2]  
Cramer H., 1967, STATIONARY RELATED S
[3]  
JAGERS P, TO BE PUBLISHED
[4]   CHARACTERIZATION AND CONVERGENCE OF RANDOM MEASURES AND POINT PROCESSES [J].
KALLENBERG, O .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1973, 27 (01) :9-21
[5]  
KALLENBERG O, 1974, LECTURES RANDOM MEAS
[6]   POINT PROCESSES AND COMPLETELY MONOTONE SET FUNCTIONS [J].
KURTZ, TG .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 31 (01) :57-67
[7]   EXTREME VALUES IN STATIONARY SEQUENCES [J].
LEADBETTER, MR .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 28 (04) :289-303