On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence

DOI10.1137/S0040585X97980142zbMath1054.60043OpenAlexW2082361078MaRDI QIDQ4830827

Saralees Nadarajah, Zuo Xiang Peng

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97980142

zbMATH Keywords

asymptotic distributionmaximastationary normal sequence

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (13)

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 ⋮ Conditional limiting distribution of type III elliptical random vectors ⋮ The joint distribution of the sum and maximum of dependent Pareto risks ⋮ Asymptotically independent U-statistics in high-dimensional testing ⋮ Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences ⋮ On the maxima and sums of homogeneous Gaussian random fields ⋮ Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences ⋮ 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 ⋮ A new multivariate model involving geometric sums and maxima of exponentials ⋮ Maxima and sum for discrete and continuous time Gaussian processes

This page was built for publication: On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence