Accession Number:
AD0781728
Title:
Weak Convergence of High Level Exceedances by a Stationary Sequence,
Descriptive Note:
Corporate Author:
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
Personal Author(s):
Report Date:
1974-06-01
Pagination or Media Count:
12.0
Abstract:
In the paper the author considers a stationary sequence xi sub nn 1, 2 ... satisfying weak dependence restrictions. For each n the point process N sub n is defined to consist of the exceedances of a certain level u sub n i.e. the instants j for which xi sub j u sub n. It is shown that the point processes N sub n converge weakly as random elements of the natural metric space to which they belong to a Poisson process.
Subject Categories:
- Statistics and Probability