• Title of article

    Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences

  • Author/Authors

    Hüsler، نويسنده , , J. V. Kratz، نويسنده , , M.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    13
  • From page
    301
  • To page
    313
  • Abstract
    It is known that the partial maximum of nonstationary Gaussian sequences converges in distribution and that the number of exceedances of a boundary is asymptotically a Poisson random variable, under certain restrictions. We investigate the rate of Poisson approximation for the number of exceedances. We generalize the result known in the stationary case, showing that the given bound of the rate depends on the largest positive auto-correlation value (less than 1) and the lowest values of the nonconstant boundary. We show that for special cases this bound cannot be improved.
  • Keywords
    Stein-Chen approximation , Rate of convergence , Exceedances , maxima , Nonstationary Gaussian sequence
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575631