On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables

Author:

Hsing Tailen

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. The joint limiting distribution of sums and maxima of stationary sequences;Anderson;J. Appl. Probab.,1991

2. Limit distributions for sums and maxima;Anderson;J. Appl. Probab.,1991

3. The sum and the maximum of i.i.d. random variables;Chow,1978

4. Point process and partial sum convergence for weakly dependent random variables with infinite variance;Davis;Ann. Probab.,1995

5. An Introduction to Probability and Its Applications;Feller,1971

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