Maxima and sum for discrete and continuous time Gaussian processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-015-0491-x.pdf
Reference22 articles.
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3. Ho H C, McCormick W P. Asymptotic distribution of sum and maximum for Gaussian processes. J Appl Probab, 1999, 36: 1031–1044
4. Hu A P, Peng Z X, Qi Y C. Joint behavior of point process of exceedances and partial sum from a Gaussian sequence. Metrika, 2009, 70: 279–295
5. Hüsler J. Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Extremes, 2004, 7: 179–190
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