Cox limit theorem for large excursions of a norm of a Gaussian vector process

Biljana Stamatovic and Sinisa Stamatovic

Statistics & Probability Letters, 2010, vol. 80, issue 19-20, 1479-1485

Abstract: Cox limit theorem for a number of large excursions (a-points) of a norm of a Gaussian vector process with stationary, centered and i.i.d. components is established.

Keywords: Gaussian; vector; process; Large; excursion; Cox; process; a-points (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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