Journal article

On exceedances of high levels

SY Novak, A Xia

Stochastic Processes and their Applications | ELSEVIER | Published : 2012

DOI: 10.1016/j.spa.2011.09.003

University of Melbourne Researchers

Grants

Awarded by EPSRC

Funding Acknowledgements

The first author was supported by EPSRC grant EP/H006613. The second author was supported by the ARC Centre of Excellence for Mathematics & Statistics of Complex Systems.

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Keywords

Compound Poisson Approximation
Extreme Values
Poisson Cluster Process
Negative Binomial Approximation
Accuracy
Statistics & Probability
Physical Sciences
Total Variation Distance
Mathematics
Science & Technology
Markov-Chains