On runs of length exceeding a threshold: normal approximation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-009-0268-y.pdf
Reference40 articles.
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2. Antzoulakos DL, Bersimis S, Koutras MV (2003) On the distribution of the total number of run lengths. Ann Inst Stat Math 55: 865–884
3. Balakrishnan N, Koutras MV (2002) Runs and scans with applications. Wiley, New York
4. Binswanger K, Embrechts P (1994) Longest runs in coin tossing. Insur Math Econ 15: 139–149
5. Boutsikas MV, Koutras MV (2002) Modeling claim exceedances over thresholds. Insur Math Econ 30: 67–83
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