Limit distribution of the sum and maximum from multivariate Gaussian sequences

Journal of Multivariate Analysis

Volumn 98, Issue 3, 2007, Pages 517-532

  James, Barry ^a   James, Kang ^a   Qi, Yongcheng ^a  

^a UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

Gaussian process; Maximum; Stationary sequence; Sum

Indexed keywords

EID: 33750984762     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.06.009     Document Type: Article

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