Limit properties of exceedance point processes of strongly dependent normal sequences
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/s13660-015-0585-8.pdf
Reference17 articles.
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3. Ho HC, Hsing T: On the asymptotic joint distribution of the sum and maximum of stationary normal random variables. J. Appl. Probab. 1996, 33: 138–145. 10.2307/3215271
4. Tan Z, Peng Z: Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence. Appl. Math. J. Chin. Univ. Ser. B 2011, 26: 319–326. 10.1007/s11766-011-2113-z
5. Hashorva E, Peng Z, Weng Z: On Piterbarg theorem for maxima of stationary Gaussian sequences. Lith. Math. J. 2013, 53: 280–292. 10.1007/s10986-013-9208-6
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