Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails

Author:

Bai Shuyang,Tang He

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference30 articles.

1. Anderson, C.W., Turkman, K.F.: Sums and maxima of stationary sequences with heavy tailed distributions. Sankhya Indian J. Stat. Ser. A. 57, 1–10 (1995)

2. Anderson, C.W., Turkman, K.F.: The joint limiting distribution of sums and maxima of stationary sequences. J. Appl. Probab. 28(1), 33–44 (1991)

3. Bai, S., Owada, T., Wang, Y.: A functional non-central limit theorem for multiple-stable processes with long-range dependence. Stoch. Process. Appl. 130(9), 5768–5801 (2020)

4. Bai, S., Wang, Y.: Phase transition for extremes of a family of stationary multiple-stable processes. To appear in Annales de l’finstitut Henri Poincaré (2023). arXiv:2110.07497

5. Bai, S., Wang, Y.: Tail processes for stable-regenerative model. To appear in Bernoulli (2022). arXiv:2110.07499

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