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Volumn 47, Issue 4, 2003, Pages 706-709

On the joint limiting distribution of sums and maxima of stationary normal sequence

Author keywords

Asymptotic distribution; Maxima; Stationary normal sequence; Sum

Indexed keywords


EID: 0942289730     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97980142     Document Type: Article
Times cited : (27)

References (10)
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    • (1991) J. Appl. Probab. , vol.28 , pp. 33-44
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  • 2
    • 0004619813 scopus 로고
    • Limiting joint distributions of sums and maxima in a statistical context
    • C. W. ANDERSON AND K. F. TURKMAN, Limiting joint distributions of sums and maxima in a statistical context, Theory Probab. Appl., 37 (1992), pp. 314-316.
    • (1992) Theory Probab. Appl. , vol.37 , pp. 314-316
    • Anderson, C.W.1    Turkman, K.F.2
  • 4
    • 0031571464 scopus 로고    scopus 로고
    • Limit laws for a sequence between the maximum and the sum of independent exponentials
    • J. GOMES AND O. OLIVEIRA, Limit laws for a sequence between the maximum and the sum of independent exponentials, Statist. Probab. Lett., 35 (1997), pp. 25-32.
    • (1997) Statist. Probab. Lett. , vol.35 , pp. 25-32
    • Gomes, J.1    Oliveira, O.2
  • 5
    • 0030558543 scopus 로고    scopus 로고
    • On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
    • H. C. Ho AND T. HSING, On the asymptotic joint distribution of the sum and maximum of stationary normal random variables, J. Appl. Probab., 33 (1996), pp. 138- 145.
    • (1996) J. Appl. Probab. , vol.33 , pp. 138-145
    • Ho, H.C.1    Hsing, T.2
  • 6
    • 0010187403 scopus 로고
    • On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
    • T. HSING, On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables, Stochastic Process. Appl., 60 (1995), pp. 49-63.
    • (1995) Stochastic Process. Appl. , vol.60 , pp. 49-63
    • Hsing, T.1
  • 8
    • 21344498629 scopus 로고
    • Sums and maxima of discrete stationary processes
    • W. P. MCCORMICK AND J. SUN, Sums and maxima of discrete stationary processes, J. Appl. Probab., 20 (1993), pp. 863-876.
    • (1993) J. Appl. Probab. , vol.20 , pp. 863-876
    • McCormick, W.P.1    Sun, J.2
  • 9
    • 0002805896 scopus 로고
    • Limit distributions for the maxima of stationary Gaussian processes
    • Y. MITTAL AND D. YLVISAKER, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl., 3 (1975), pp. 1-18.
    • (1975) Stochastic Process. Appl. , vol.3 , pp. 1-18
    • Mittal, Y.1    Ylvisaker, D.2
  • 10
    • 0010208058 scopus 로고
    • The relation of sums and extremes of random variables
    • Proceedings of the 43rd Session of the International Statistical Institute (Buenos Aires, 1981), Vol. II
    • T. MORI, The relation of sums and extremes of random variables, in Proceedings of the 43rd Session of the International Statistical Institute (Buenos Aires, 1981), Vol. II, Bull. Inst. Internat. Statist., Vol. 49, No. 2, 1981, pp. 879-894.
    • (1981) Bull. Inst. Internat. Statist. , vol.49 , Issue.2 , pp. 879-894
    • Mori, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.