Limit distribution of the sum and maximum from multivariate Gaussian sequences

DOI10.1016/J.JMVA.2006.06.009zbMath1117.62019OpenAlexW2122030410MaRDI QIDQ873619

Barry R. James, Kang Ling James, Yongcheng Qi

Publication date: 29 March 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.009

zbMATH Keywords

stationary sequencelimit distributionmaximum and partial sumsmultivariate Gaussian sequence

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

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