Sums and maxima of discrete stationary processes

DOI10.2307/3214518zbMath0793.60055OpenAlexW2314998229MaRDI QIDQ4280655

Jiayang Sun, William P. McCormick

Publication date: 11 August 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214518

zbMATH Keywords

central limit theoremqueueing systemsARMA processesmaxima of stationary discrete-valued processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (8)

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 ⋮ On the asymptotic independence of the sum and maximum of normal random variables ⋮ A new multivariate model involving geometric sums and maxima of exponentials ⋮ Testing uniformity versus a monotone density ⋮ The distribution of the maximum of a first-order moving average: The discrete casex ⋮ A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

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