R.L. Smith. Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation. Stochastic Process. Appl., 30:317--327, 1988.  Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Inequalities for Rare Events in Time-Reversible Markov Chains II - Aldous, Brown (1993) (9 citations) (Correct)
....for Harris positive recurrent chains) or upon characterizations of the limit process via independent increments (e.g. for nonMarkovian stationary processes under mixing hypotheses) So there is no point in proving such results by ad hoc arguments depending on special structure. Conversely, Smith [9] observed that certain mixing hypothesis results could be quantified via Stein s method, giving bounds in terms of the mixing coefficients. This seems unsatisfactory as a general procedure, since to estimate such coefficients one needs to use the structure of the pro3 cess, and it seems ....
R.L. Smith. Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation. Stochastic Process. Appl., 30:317--327, 1988.
Probability Approximations via the Poisson Clumping Heuristic: An .. - Aldous (1992) (73 citations) (Correct)
....of extremes is Lindgren and Rootzen [36] An early treatment of the regenerative case is in Serfozo [45] A recent Russian monograph (which I have not seen) which seems related to extremes is [52] Another recent Conference Proceedings volume is [33] C31 Asymptotic independence of tails. Smith [48] shows that in this setting Stein s method can be used to get explicit error bounds, even in the non stationary case. C33 Additive processes. An interesting theoretical treatment of tails of stationary distributions occuring as solutions of certain random recurrences (which includes the ....
R.L. Smith. Extreme-value theory for dependent sequences via the Stein-Chen method of Poisson approximation. Stochastic Proc. Appl., 30:317--328, 1988.
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