Local Dependence and Point Processes of Exceedances in Stationary Sequences
Download or Read eBook Local Dependence and Point Processes of Exceedances in Stationary Sequences PDF written by J. Husler and published by . This book was released on 1984 with total page 19 pages. Available in PDF, EPUB and Kindle.
Author | : J. Husler |
Publisher | : |
Total Pages | : 19 |
Release | : 1984 |
ISBN-10 | : OCLC:227629858 |
ISBN-13 | : |
Rating | : 4/5 (58 Downloads) |
Book Synopsis Local Dependence and Point Processes of Exceedances in Stationary Sequences by : J. Husler
Book excerpt: The point processes of high level exceedances are investigated under a weak mixing condition restricting the long range dependence of the stationary sequence. Depending on the local dependence, the asymptotic properties of the clustering of the exceedances and the cluster size distribution are found. This is described by the convergence of the point process of high level exceedances to a compound Poisson process.