Pages that link to "Item:Q4877411"

The following pages link to On the asymptotic joint distribution of the sum and maximum of stationary normal random variables (Q4877411):

Displaying 32 items.

• Maxima and sum for discrete and continuous time Gaussian processes (Q256501) (← links)
• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence (Q423189) (← links)
• Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences (Q609998) (← links)
• Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences (Q634858) (← links)
• Joint behavior of point process of exceedances and partial sum from a Gaussian sequence (Q745520) (← links)
• Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
• The maxima and sums of multivariate non-stationary Gaussian sequences (Q904134) (← links)
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• On the asymptotic independence of the sum and maximum of normal random variables (Q1387442) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence (Q1757945) (← links)
• Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
• Limit distributions of norms of vectors of positive i. i. d. random variables (Q1872208) (← links)
• On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables (Q1909952) (← links)
• Limit properties of exceedance point processes of strongly dependent normal sequences (Q2262003) (← links)
• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima (Q2406580) (← links)
• On the maxima and sums of homogeneous Gaussian random fields (Q2407762) (← links)
• A new multivariate model involving geometric sums and maxima of exponentials (Q2431579) (← links)
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences (Q2479327) (← links)
• Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays (Q2679227) (← links)
• The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables (Q2903840) (← links)
• ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES (Q2905269) (← links)
• A Beaufort Scale of Predictability (Q2956063) (← links)
• Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields (Q5031691) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)