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On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
It is known that the number of exceedances of normal sequences is asymptotically a Poisson random variable, under certain restrictions. We analyze the rate of convergence to the Poisson limit and extend the result known in the stationary case to nonstationary normal sequences by using the Stein-Chen...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
[Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology
1994
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345283/ https://www.ncbi.nlm.nih.gov/pubmed/37405288 http://dx.doi.org/10.6028/jres.099.051 |