Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
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Volume (Year): 70 (2009)
Issue (Month): 3 (November)
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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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