Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
From MaRDI portal
Publication:1757945
DOI10.1007/s10114-012-0001-yzbMath1253.60065OpenAlexW2084895964MaRDI QIDQ1757945
Zhi Chao Weng, Jin Jun Tong, Zuo Xiang Peng
Publication date: 7 November 2012
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-012-0001-y
order statisticpartial sumsjoint limit distributionmultivariate Gaussian sequencesexceedances point processes
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Maxima and sum for discrete and continuous time Gaussian processes
Cites Work
- Unnamed Item
- Unnamed Item
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- Extremes and related properties of random sequences and processes
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
- Weak convergence for the maxima of stationary Gaussian processes using random normalization
- Limit distributions for the maxima of stationary Gaussian processes
- A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
- Asymptotic distribution for the sum and maximum of Gaussian processes
- The joint limiting distribution of sums and maxima of stationary sequences
- Extreme order statistics in an equally correlated Gaussian array
- Extremes in multivariate stationary normal sequences
- On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
- Asymptotic distribution of sum and maximum for Gaussian processes
- Limit Theorems for the Maximum Term in Stationary Sequences
This page was built for publication: Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence