On the asymptotic joint distribution of the sum and maximum of stationary normal random variables

From MaRDI portal
Publication:4877411

DOI10.2307/3215271zbMath0855.60052OpenAlexW2323761005MaRDI QIDQ4877411

Tailen Hsing, Hwai-Chung Ho

Publication date: 27 January 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215271




Related Items

Limit distributions of norms of vectors of positive i. i. d. random variablesAsymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fieldsConvergence of exceedance point processes of normal sequences with a seasonal component and its applicationsThe Joint Distribution of the Sum and the Maximum of IID Exponential Random VariablesALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCESAsymptotics for ratios with applications to reinsuranceOn the asymptotic independence of the sum and rare values of weakly dependent stationary random variablesThe joint distribution of the sum and maximum of dependent Pareto risksAsymptotically independent U-statistics in high-dimensional testingLimit distribution of the sum and maximum from multivariate Gaussian sequencesSome applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maximaOn the maxima and sums of homogeneous Gaussian random fieldsAsymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequencesOn the asymptotic independence of the sum and maximum of normal random variablesThe stationary bootstrap for the joint distribution of sum and maximum of stationary sequencesJoint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arraysA Beaufort Scale of PredictabilityPower enhancement for testing multi-factor asset pricing models via Fisher's methodMax-sum test based on Spearman's footrule for high-dimensional independence testsJoint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequenceThe maxima and sums of multivariate non-stationary Gaussian sequencesA new multivariate model involving geometric sums and maxima of exponentialsAlmost sure central limit theorem for the maxima and sums of stationary Gaussian sequencesThe almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequencesThe almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequencesJoint limit distributions of exceedances point processes and partial sums of Gaussian vector sequenceLimit properties of exceedance point processes of strongly dependent normal sequencesLimit theorems for mixed max-sum processes with renewal stoppingAn asymptotic theory for sample covariances of Bernoulli shiftsJoint behavior of point process of exceedances and partial sum from a Gaussian sequenceA bootstrap approximation to the joint distribution of sum and maximum of a stationary sequenceMaxima and sum for discrete and continuous time Gaussian processes