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Volumn 33, Issue 3, 1996, Pages 654-663

A note on the point processes of rare events

Author keywords

Exceedances; Extremes; Mixing conditions; Poisson process; Rare events

Indexed keywords


EID: 0040793959     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200100099     Document Type: Article
Times cited : (6)

References (13)
  • 1
    • 0000366417 scopus 로고
    • Calculating the extremal index for a class of stationary sequences
    • CHERNICK, M. R., HSING, T. AND MCCORMICK, W. P. (1991) Calculating the extremal index for a class of stationary sequences. Adv. Appl. Prob. 23, 835-850.
    • (1991) Adv. Appl. Prob. , vol.23 , pp. 835-850
    • Chernick, M.R.1    Hsing, T.2    Mccormick, W.P.3
  • 4
    • 0039353950 scopus 로고
    • Asymptotic approximations of crossing probabilities of random sequences
    • HÜSLER, J. (1983) Asymptotic approximations of crossing probabilities of random sequences. Z. Wahrscheinlichkeitsth. 63, 257-270.
    • (1983) Z. Wahrscheinlichkeitsth. , vol.63 , pp. 257-270
    • Hüsler, J.1
  • 5
    • 23544440617 scopus 로고
    • Extreme values and rare events of non-stationary random sequences
    • ed. E. Eberlein and M. S. Taqqu. Birkhäuser, Boston
    • HÜSLER, J. (1986a) Extreme values and rare events of non-stationary random sequences. In Dependence in Probability and Statistics. ed. E. Eberlein and M. S. Taqqu. Birkhäuser, Boston.
    • (1986) Dependence in Probability and Statistics
    • Hüsler, J.1
  • 6
    • 0022886981 scopus 로고
    • Extreme values of non-stationary random sequences
    • HÜSLER, J. (1986b) Extreme values of non-stationary random sequences. J. Appl. Prob. 23, 937-950.
    • (1986) J. Appl. Prob. , vol.23 , pp. 937-950
    • Hüsler, J.1
  • 7
    • 21344475639 scopus 로고
    • A note on exceedances and rare events of nonstationary sequences
    • HÜSLER, J. (1993) A note on exceedances and rare events of nonstationary sequences. J. Appl. Prob. 30., 877-888.
    • (1993) J. Appl. Prob. , vol.30 , pp. 877-888
    • Hüsler, J.1
  • 9
    • 0001587862 scopus 로고
    • On extreme values in stationary sequences
    • LEADBETTER, M. R. (1974) On extreme values in stationary sequences. Z. Wahrscheinlichkeitsth. 28, 289-303.
    • (1974) Z. Wahrscheinlichkeitsth. , vol.28 , pp. 289-303
    • Leadbetter, M.R.1
  • 13


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.