Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence
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Publication:423189
DOI10.1007/s11766-011-2113-zzbMath1249.60033OpenAlexW2053717369MaRDI QIDQ423189
Publication date: 1 June 2012
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-011-2113-z
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Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences
Cites Work
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- Asymptotic distribution for the sum and maximum of Gaussian processes
- The joint limiting distribution of sums and maxima of stationary sequences
- Sums and maxima in stationary 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
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