SUMS AND MAXIMA OF DISCRETE STATIONARY-PROCESSES

Authors
MCCORMICK WP SUN JY
Citation
Wp. Mccormick et Jy. Sun, SUMS AND MAXIMA OF DISCRETE STATIONARY-PROCESSES, Journal of Applied Probability, 30(4), 1993, pp. 863-876
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
30
Issue
4
Year of publication
1993
Pages
863 - 876
Database
ISI
SICI code
0021-9002(1993)30:4<863:SAMODS>2.0.ZU;2-R
Abstract
This paper considers the joint limiting behavior of sums and maxima of stationary discrete-valued processes. The asymptotic behavior is a cr oss between a central limit theorem and asymptotic bounds for the dist ribution of the maxima. Some applications and simulations are also inc luded.