On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

Statistics and Probability Letters

Volumn 29, Issue 1, 1996, Pages 55-59

  Wiśniewski, Mateusz ^a  

^a KIELCE UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Multivariate extreme order statistics; Multivariate point processes of exceedances; Stationary normal sequences

Indexed keywords

EID: 0030586647     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00155-7     Document Type: Article

References (5)

1. Daley, D.J. and D. Vere-Jones (1988), An Introduction to the Theory of Point Processes (Springer, New York).
2. Galambos, J. (1987), The Asymptotic Theory of Extreme Order Statistics (Krieger, Malabar, FL).
3. Leadbetter, M.R., G. Lindgren and H. Rootzén (1983), Extremes and Related Properties of Random Sequences and Processes (Springer, New York).
4. Wiśniewski. M. (1994a), Multidimensional point processes of extreme order statistics, Demon. Math, XXVII, 475-485.
5. Wiśniewski, M. (1994b), Extreme order statistics in an equally correlated Gaussian array, Appl. Math. 22,2 193-200.