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On the excursion random measure of stationary processes /

The excursion random measure of a stationary process is a random measure on $(- infty, infty) x (0, infty)$, which records the extent of excursions of high levels by the process. The excursion random measure, under very general conditions, is asymptotically infinitely divisible and satisfies certa...

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Bibliographic Details
Main Authors: Hsing, Tailen, 1955- (Author), Leadbetter, M. R. (Author)
Corporate Authors: United States. Air Force. Office of Scientific Research (sponsoring body.), United States. Army Research Office (sponsoring body.), National Science Foundation (U.S.) (sponsoring body.)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, 1992.
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 182.
Subjects:
Stationary processes.
Random measures.
Central limit theorem.
Limit theorems (Probability theory)
Asymptotic distribution (Probability theory)
Gaussian processes.
Extreme value theory.
Stationary sequences (Mathematics)
Mathematical statistics.
Probability theory and stochastic processes > Limit theorems > Central limit and other weak theorems.

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