Article ID Journal Published Year Pages File Type
1152850 Statistics & Probability Letters 2010 7 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Cox limit theorem for large excursions of a norm of a Gaussian vector process
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