Point processes of exceedances by random fields

被引：10

作者：

Ferreira, Helena ^{[1
]}

Pereira, Luisa ^{[1
]}

机构：

[1] Univ Beira Interior, Dept Math, Covilha, Portugal

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 03期

关键词：

Point process of exceedances; Extremal index; Mixing conditions;

D O I：

10.1016/j.jspi.2011.09.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Random fields on Z(+)(d), with long range weak dependence for each coordinate at a time, usually present clustering of high values based on Poisson distributions for positions of the clusters. The asymptotic theory for point processes of exceedances of high values is developed. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：773 / 779

页数：7

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