On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97980142
Reference7 articles.
1. The joint limiting distribution of sums and maxima of stationary sequences
2. Limiting Joint Distributions of Sums and Maxima in a Statistical Context
3. Limit laws for a sequence between the maximum and the sum of independent exponentials
4. On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
5. On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
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