SUMS AND MAXIMA OF DISCRETE STATIONARY-PROCESSES

被引：13

作者：

MCCORMICK, WP ^{[1
]}

SUN, JY ^{[1
]}

机构：

[1] UNIV MICHIGAN,DEPT STAT,ANN ARBOR,MI 48109

来源：

JOURNAL OF APPLIED PROBABILITY | 1993年 / 30卷 / 04期

关键词：

DISCRETE ARMA PROCESSES; EXTREME VALUES; LIMITING DISTRIBUTIONS;

D O I：

10.2307/3214518

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the joint limiting behavior of sums and maxima of stationary discrete-valued processes. The asymptotic behavior is a cross between a central limit theorem and asymptotic bounds for the distribution of the maxima. Some applications and simulations are also included.

引用

页码：863 / 876

页数：14

共 15 条

[1]

Al-Osh M.A., 1987, J TIME SER ANAL, V8, P261, DOI DOI 10.1111/J.1467-9892.1987.TB00438.X

[2] AN INTEGER-VALUED PTH-ORDER AUTOREGRESSIVE STRUCTURE (INAR(P)) PROCESS [J].