scientific article; zbMATH DE number 1559143

MaRDI QIDQ4528392zbMATH OpenFDO

Authors Zuoxiang Peng

Publication date 31 January 2001

zbMATH Keywords

\(k\)th maximaexceedance point processpartial sumstrongly dependent Gaussian sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Sample path properties (60G17) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Joint asymptotic distribution of exceedances point processes and partial sums of strong dependent non-stationary Gaussian sequences
• Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence
• Joint asymptotic distributions of exceedances point process and partial sum of non-stationary Gaussian sequence
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• The joint limiting distribution of exceedances point process and partial sum of a kind of stationary Gaussian sequences
• scientific article; zbMATH DE number 2121921
• The asymptotic property of an exceedance point process and the sum for a kind of nonstationary Gaussian sequences
• Asymptotic distributions of the exceedances point processes for a dependent normal sequence
• Limit properties of exceedance point processes of strongly dependent normal sequences

Cited in

(14)

• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• The asymptotic property of an exceedance point process and the sum for a kind of nonstationary Gaussian sequences
• Joint asymptotic distribution of exceedances point processes and partial sums of strong dependent non-stationary Gaussian sequences
• Joint asymptotic distributions of exceedances point process and partial sum of non-stationary Gaussian sequence
• scientific article; zbMATH DE number 4153605 (Why is no real title available?)
• Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence
• scientific article; zbMATH DE number 2121921 (Why is no real title available?)
• The joint limiting distribution of exceedances point process and partial sum of a kind of stationary Gaussian sequences
• Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences
• The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
• The maxima and sums of multivariate non-stationary Gaussian sequences
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4528392)