Asymptotic behavior of spatio-temporal point processes of exceedances

Carolin Forster; Marco Oesting

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arXiv · 2604.11691

Asymptotic behavior of spatio-temporal point processes of exceedances

Carolin Forster·Marco Oesting

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Abstract

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the exceedances over a high threshold are flexibly defined via site-dependent risk functionals. Exploiting the framework of stationary regularly varying multivariate time series, we merge and extend the results from the literature in order to show weak convergence of the considered point processes of extremes and to explicitly determine its limit distribution.

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Carolin Forster, Marco Oesting. 2026-04-13. Asymptotic behavior of spatio-temporal point processes of exceedances. https://arxiv.org/abs/2604.11691

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