On the asymptotic joint distribution of the sum and maximum of stationary normal random variables

Journal of Applied Probability

Volumn 33, Issue 1, 1996, Pages 138-145

  Ho, Hwai Chung ^a   Hsing, Tailen ^b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Extreme value; Gaussian process; Long range dependence; Partial sum

Indexed keywords

EID: 0030558543     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200103791     Document Type: Article

References (11)

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