We analyze the rate of convergence of the number of exceedances of normal sequences to the Poisson limit and extend the result to the nonstationary case by using the Stein-Chen method. In addition, we consider the cases of exceedances of a constant level as well as of a particular nonconstant level.
KRATZ, M. et HÜSLER, J. (1994). On the convergence of the number of exceedances of nonstationary normal sequences. Dans: Extreme Value Theory and Applications. Gaithersburg: Journal of Research of the National Institute of Standards and Technology, pp. 539-542.