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Joint behavior of point process of exceedances and partial sum from a Gaussian sequence

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  • Aiping Hu
  • Zuoxiang Peng
  • Yongcheng Qi

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Suggested Citation

  • Aiping Hu & Zuoxiang Peng & Yongcheng Qi, 2009. "Joint behavior of point process of exceedances and partial sum from a Gaussian sequence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(3), pages 279-295, November.
    • Handle: RePEc:spr:metrik:v:70:y:2009:i:3:p:279-295
    DOI: 10.1007/s00184-008-0192-5
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    References listed on IDEAS

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    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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    Cited by:

    1. Jinhui Guo & Yingyin Lu, 2023. "Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 17-37, February.
    2. Peng, Zuoxiang & Tong, Jinjun & Weng, Zhichao, 2019. "Exceedances point processes in the plane of stationary Gaussian sequences with data missing," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 73-79.
    3. Liu, Huiyan & Tan, Zhongquan, 2022. "Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics," Statistics & Probability Letters, Elsevier, vol. 189(C).
    4. Peng, Zuoxiang & Cao, Lunfeng & Nadarajah, Saralees, 2010. "Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2641-2647, November.

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    3. Jinhui Guo & Yingyin Lu, 2023. "Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 17-37, February.
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