The joint limiting distribution of sums and maxima of stationary sequences
From MaRDI portal
Publication:3350395
DOI10.2307/3214738zbMath0726.60039OpenAlexW2313048555MaRDI QIDQ3350395
No author found.
Publication date: 1991
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214738
extreme valuesGumbel distributionFréchet distributionasymptotic independence conditionmaxima for stationary strongly mixing sequences
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
Related Items (18)
Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields ⋮ The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables ⋮ On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ On joint weak convergence of partial sum and maxima processes ⋮ On the maxima and sums of homogeneous Gaussian random fields ⋮ On the asymptotic independence of the sum and maximum of normal random variables ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ Quotient correlation: a sample based alternative to Pearson's correlation ⋮ Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ A new multivariate model involving geometric sums and maxima of exponentials ⋮ Unnamed Item ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
This page was built for publication: The joint limiting distribution of sums and maxima of stationary sequences
