On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
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- James, Barry & James, Kang & Qi, Yongcheng, 2007. "Limit distribution of the sum and maximum from multivariate Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 517-532, March.
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KeywordsMultivariate extreme-order statistics Multivariate point processes of exceedances Stationary normal sequences;
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