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

Metrika

Volumn 70, Issue 3, 2009, Pages 279-295

  Hu, Aiping ^a   Peng, Zuoxiang ^b   Qi, Yongcheng ^c  

^a CHONGQING UNIVERSITY OF TECHNOLOGY   (China)

^b SOUTHWEST UNIVERSITY   (China)

^c UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

Extreme order statistics; Joint distribution; Partial sum; Point process of exceedances; Stationary Gaussian sequence

Indexed keywords

EID: 70350165405     PISSN: 00261335     EISSN: 1435926X     Source Type: Journal    
DOI: 10.1007/s00184-008-0192-5     Document Type: Article

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