Convergence of exceedance point processes of normal sequences with a seasonal component and its applications

Abstract In this paper, we prove that, under some mild conditions, a time-normalized point process of exceedances by a nonstationary and strongly dependent normal sequence with a seasonal component converges in distribution to the in plane Cox process. As an application of the convergence result, we...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Yingying Jiang [verfasserIn]

Baokun Li [verfasserIn]

Fuming Lin [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2016

Schlagwörter:

in plane Cox process

exceedance point process

nonstationary sequences with a seasonal component

strongly dependent normal sequences

kth maxima

Übergeordnetes Werk:

In: Journal of Inequalities and Applications - SpringerOpen, 2002, (2016), 1, Seite 10

Übergeordnetes Werk:

year:2016 ; number:1 ; pages:10

Links:

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Journal toc

DOI / URN:

10.1186/s13660-016-1082-4

Katalog-ID:

DOAJ031449042

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