Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
| Year of publication: |
2009
|
|---|---|
| Authors: | Hu, Aiping ; Peng, Zuoxiang ; Qi, Yongcheng |
| Published in: |
Metrika. - Springer. - Vol. 70.2009, 3, p. 279-295
|
| Publisher: |
Springer |
| Subject: | Stationary Gaussian sequence | Point process of exceedances | Partial sum | Extreme order statistics | Joint distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005015018