Joint behavior of point process of exceedances and partial sum from a Gaussian sequence

DOI10.1007/s00184-008-0192-5zbMath1433.60025OpenAlexW2160109668MaRDI QIDQ745520

Yongcheng Qi, Aiping Hu, Zuo Xiang Peng

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0192-5

zbMATH Keywords

partial sumjoint distributionextreme order statisticsstationary Gaussian sequencepoint process of exceedances

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (12)

Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES ⋮ Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics ⋮ Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Exceedances point processes in the plane of stationary Gaussian sequences with data missing ⋮ Maxima and sum for discrete and continuous time Gaussian processes

Cites Work

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• Limit distribution of the sum and maximum from multivariate Gaussian sequences
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• Asymptotic distribution for the sum and maximum of Gaussian processes
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Asymptotic distribution of sum and maximum for Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences

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