Limit distribution of the sum and maximum from multivariate Gaussian sequences
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References listed on IDEAS
- Amram, Fred, 1985. "Multivariate extreme value distributions for stationary Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 16(2), pages 237-240, April.
- Wisniewski, Mateusz, 1996. "On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, vol. 29(1), pages 55-59, August.
- Hüsler, Jürg & Schüpbach, Michel, 1988. "Limit results for maxima in non-stationary multivariate Gaussian sequences," Stochastic Processes and their Applications, Elsevier, vol. 28(1), pages 91-99, April.
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- 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, vol. 70(3), pages 279-295, November.
- 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
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