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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2016-05-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-016-1082-4 |