-
1
-
-
0000758882
-
Weak convergence results for extremal processes generated by dependent random variables
-
Adler, R.J., 1978. Weak convergence results for extremal processes generated by dependent random variables. Ann. Probab. 6 (4), 660-667.
-
(1978)
Ann. Probab.
, vol.6
, Issue.4
, pp. 660-667
-
-
Adler, R.J.1
-
2
-
-
0000549988
-
Compound Poisson approximation for nonnegative random variables via Stein's method
-
Barbour, A.D., Chen, L.H.Y., Loh, W.-L., 1992a. Compound Poisson approximation for nonnegative random variables via Stein's method. Ann. Probab. 20 (4), 1843-1866.
-
(1992)
Ann. Probab.
, vol.20
, Issue.4
, pp. 1843-1866
-
-
Barbour, A.D.1
Chen, L.H.Y.2
Loh, W.-L.3
-
3
-
-
0004133549
-
-
Clarendon Press, Oxford, 277pp.
-
Barbour, A.D., Holst, L., Janson, S., 1992b. Poisson Approximation. Clarendon Press, Oxford, 277pp.
-
(1992)
Poisson Approximation
-
-
Barbour, A.D.1
Holst, L.2
Janson, S.3
-
4
-
-
0005346651
-
Compound Poisson approximation for the distribution of extremes
-
Technical University of Eindhoven
-
Barbour, A.D., Novak, S.Y., Xia, A., 1999. Compound Poisson approximation for the distribution of extremes. Eurandom Research Report No 99-040, Technical University of Eindhoven.
-
(1999)
Eurandom Research Report No 99-040
-
-
Barbour, A.D.1
Novak, S.Y.2
Xia, A.3
-
5
-
-
0001788371
-
Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces
-
Borisov, I.S., 1993. Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces. Siberian Adv. Math. 3 (2), 1-13.
-
(1993)
Siberian Adv. Math.
, vol.3
, Issue.2
, pp. 1-13
-
-
Borisov, I.S.1
-
6
-
-
0001067389
-
Poisson approximation for dependent trials
-
Chen, L.H.Y., 1975. Poisson approximation for dependent trials. Ann. Probab. 3, 534-545.
-
(1975)
Ann. Probab.
, vol.3
, pp. 534-545
-
-
Chen, L.H.Y.1
-
7
-
-
0000007748
-
Limit theorems for extreme values of chain-dependent processes
-
Denzel, G.E., O'Brien, G.L., 1975. Limit theorems for extreme values of chain-dependent processes. Ann. Probab. 3 (5), 773-779.
-
(1975)
Ann. Probab.
, vol.3
, Issue.5
, pp. 773-779
-
-
Denzel, G.E.1
O'Brien, G.L.2
-
8
-
-
0003998752
-
-
Springer, Berlin
-
Embrechts, P., Klüppelberg, C., Mikosch, T., 1997. Modelling Extremal Events for Insurance and Finance. Springer, Berlin.
-
(1997)
Modelling Extremal Events for Insurance and Finance
-
-
Embrechts, P.1
Klüppelberg, C.2
Mikosch, T.3
-
9
-
-
0000005110
-
Sur la distribution du terme maximum d'une série aléatoire
-
Gnedenko, B.V., 1943. Sur la distribution du terme maximum d'une série aléatoire. Ann. Math. 44, 423-453.
-
(1943)
Ann. Math.
, vol.44
, pp. 423-453
-
-
Gnedenko, B.V.1
-
10
-
-
38249037641
-
On the characterization of certain point processes
-
Hsing, T., 1987. On the characterization of certain point processes. Stochastic Process. Appl. 26, 297-316.
-
(1987)
Stochastic Process. Appl.
, vol.26
, pp. 297-316
-
-
Hsing, T.1
-
11
-
-
38249032175
-
On the extreme order statistics for a stationary sequence
-
Hsing, T., 1988. On the extreme order statistics for a stationary sequence. Stochastic Process. Appl. 29, 155-169.
-
(1988)
Stochastic Process. Appl.
, vol.29
, pp. 155-169
-
-
Hsing, T.1
-
12
-
-
0002572743
-
On the exceedance point process for stationary sequence
-
Hsing, T., Hüsler, J., Leadbetter, M.R., 1988. On the exceedance point process for stationary sequence. Probab. Theory Related. Fields 78, 97-112.
-
(1988)
Probab. Theory Related. Fields
, vol.78
, pp. 97-112
-
-
Hsing, T.1
Hüsler, J.2
Leadbetter, M.R.3
-
13
-
-
0004212801
-
-
Academic Press, New York, 187pp.
-
Kallenberg, O., 1983. Random Measures. Academic Press, New York, 187pp.
-
(1983)
Random Measures
-
-
Kallenberg, O.1
-
14
-
-
0001587862
-
On extreme values in stationary sequences
-
Leadbetter, M.R., 1974. On extreme values in stationary sequences. Z. Wahrsch. Ver. Geb. 28, 289-303.
-
(1974)
Z. Wahrsch. Ver. Geb.
, vol.28
, pp. 289-303
-
-
Leadbetter, M.R.1
-
15
-
-
0003910552
-
-
Springer, New York, 366pp.
-
Leadbetter, M.R., Lindgren, G., Rootzén, H., 1983. Extremes and Related Properties of Random Sequences and Processes. Springer, New York, 366pp.
-
(1983)
Extremes and Related Properties of Random Sequences and Processes
-
-
Leadbetter, M.R.1
Lindgren, G.2
Rootzén, H.3
-
16
-
-
0003822258
-
-
Wiley, New York
-
Matthes, K., Kerstan, J., Mecke, J., 1978. Infinitely Divisible Point Processes. Wiley, New York.
-
(1978)
Infinitely Divisible Point Processes
-
-
Matthes, K.1
Kerstan, J.2
Mecke, J.3
-
17
-
-
11144299901
-
Limit laws for maxima and second maxima from strong-mixing processes
-
Mori, T., 1976. Limit laws for maxima and second maxima from strong-mixing processes. Ann. Probab. 4 (1), 122-126.
-
(1976)
Ann. Probab.
, vol.4
, Issue.1
, pp. 122-126
-
-
Mori, T.1
-
18
-
-
0002047692
-
Limit distributions of two-dimensional point processes generated by strong-mixing sequences
-
Mori, T., 1977. Limit distributions of two-dimensional point processes generated by strong-mixing sequences. Yokohama Math. J. 25, 155-168.
-
(1977)
Yokohama Math. J.
, vol.25
, pp. 155-168
-
-
Mori, T.1
-
19
-
-
0002228345
-
On the limiting distribution of extremes
-
Novak, S.Y., 1998. On the limiting distribution of extremes. Siberian Adv. Math. 8 (2), 70-95.
-
(1998)
Siberian Adv. Math.
, vol.8
, Issue.2
, pp. 70-95
-
-
Novak, S.Y.1
-
21
-
-
11144339129
-
On the joint distribution of the first and the second maxima
-
Novak, S.Y., Weissman, I., 1998. On the joint distribution of the first and the second maxima. Commun. Statist. Stochastic Models 14 (1), 311-318.
-
(1998)
Commun. Statist. Stochastic Models
, vol.14
, Issue.1
, pp. 311-318
-
-
Novak, S.Y.1
Weissman, I.2
-
22
-
-
0002500411
-
The maximum term of uniformly mixing stationary processes
-
O'Brien, G.L., 1974a. The maximum term of uniformly mixing stationary processes. Z. Wahrsch. Ver. Geb. 30, 57-63.
-
(1974)
Z. Wahrsch. Ver. Geb.
, vol.30
, pp. 57-63
-
-
O'Brien, G.L.1
-
23
-
-
0001473545
-
Limit theorems for the maximum term of a stationary process
-
O'Brien, G.L., 1974b. Limit theorems for the maximum term of a stationary process. Ann. Probab. 2 (3), 540-545.
-
(1974)
Ann. Probab.
, vol.2
, Issue.3
, pp. 540-545
-
-
O'Brien, G.L.1
-
24
-
-
0000835616
-
Extremal behavior of stationary Markov chains with applications
-
Perfekt, R., 1994. Extremal behavior of stationary Markov chains with applications. Ann. Appl. Probab. 4 (2), 529-548.
-
(1994)
Ann. Appl. Probab.
, vol.4
, Issue.2
, pp. 529-548
-
-
Perfekt, R.1
-
25
-
-
0002276858
-
The two-dimensional Poisson process and extremal processes
-
Pickands, J., 1971. The two-dimensional Poisson process and extremal processes. J. Appl. Probab. 8, 745-756.
-
(1971)
J. Appl. Probab.
, vol.8
, pp. 745-756
-
-
Pickands, J.1
-
28
-
-
0001054202
-
Weak convergence to extremal processes
-
Resnick, S.I., 1975. Weak convergence to extremal processes. Ann. Probab. 3, 951-960.
-
(1975)
Ann. Probab.
, vol.3
, pp. 951-960
-
-
Resnick, S.I.1
-
29
-
-
0000816829
-
Stein's method for compound Poisson approximation: The local approach
-
Roos, M., 1994. Stein's method for compound Poisson approximation: the local approach. Ann. Appl. Probab. 4 (4), 1177-1187.
-
(1994)
Ann. Appl. Probab.
, vol.4
, Issue.4
, pp. 1177-1187
-
-
Roos, M.1
-
30
-
-
11144332698
-
Limit laws for extreme order statistics from strong-mixing processes
-
Welsch, R.E., 1972. Limit laws for extreme order statistics from strong-mixing processes. Ann. Math. Statist. 43 (2), 439-446.
-
(1972)
Ann. Math. Statist.
, vol.43
, Issue.2
, pp. 439-446
-
-
Welsch, R.E.1
|