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

Aiping Hu, Zuoxiang Peng and Yongcheng Qi ()

Metrika: International Journal for Theoretical and Applied Statistics, 2009, vol. 70, issue 3, 279-295

Keywords: Stationary Gaussian sequence; Point process of exceedances; Partial sum; Extreme order statistics; Joint distribution (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s00184-008-0192-5

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