Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence

DOI10.1007/s11766-011-2113-zzbMath1249.60033OpenAlexW2053717369MaRDI QIDQ423189

Zhongquan Tan, Zuo Xiang Peng

Publication date: 1 June 2012

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-011-2113-z

zbMATH Keywords

partial sumstationary Gaussian sequenceexceedances point process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (max. 100)

Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes
• A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
• Asymptotic distribution for the sum and maximum of Gaussian processes
• The joint limiting distribution of sums and maxima of stationary sequences
• Sums and maxima in stationary sequences
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Asymptotic distribution of sum and maximum for Gaussian processes

This page was built for publication: Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence