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On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

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  • Wisniewski, Mateusz

Abstract

This paper deals with a weak convergence of extreme-order statistics and point processes of exceedances built on the base of stationary and normal sequences of random vectors. The convolution of normal distribution and a double-exponential-type distribution for the limiting extreme-order statistics, and Cox distribution for the limiting point process of exceedances are found.

Suggested Citation

  • Wisniewski, Mateusz, 1996. "On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, vol. 29(1), pages 55-59, August.
    • Handle: RePEc:eee:stapro:v:29:y:1996:i:1:p:55-59
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    Cited by:

    1. James, Barry & James, Kang & Qi, Yongcheng, 2007. "Limit distribution of the sum and maximum from multivariate Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 517-532, March.

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