Limit distribution of the sum and maximum from multivariate Gaussian sequences
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Amram, Fred, 1985. "Multivariate extreme value distributions for stationary Gaussian sequences," Journal of Multivariate Analysis, Elsevier, pages 237-240.
- Wisniewski, Mateusz, 1996. "On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, pages 55-59.
- Hüsler, Jürg & Schüpbach, Michel, 1988. "Limit results for maxima in non-stationary multivariate Gaussian sequences," Stochastic Processes and their Applications, Elsevier, pages 91-99.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Aiping Hu & Zuoxiang Peng & Yongcheng Qi, 2009. "Joint behavior of point process of exceedances and partial sum from a Gaussian sequence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, pages 279-295.
- Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees, 2010. "Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2641-2647, November.
More about this item
KeywordsGaussian process Maximum Sum Stationary sequence;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:3:p:517-532. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.