High Level Exceedances of Regenerative and Semi-Stationary Processes.
SYRACUSE UNIV N Y DEPT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH
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The asymptotic behavior of high level exceedances of regenerative and semi-stationary processes is studied. Conditions are given under which these exceedance processes converge in distribution to Poisson processes and to processes with nonnegative stationary independent increments. Thinnings of point processes over time with semi-stationary dependencies are also discussed. Author
- Statistics and Probability