DARLING-ERDOS-TYPE THEOREMS FOR SUMS OF GAUSSIAN VARIABLES WITH LONG-RANGE DEPENDENCE

Authors
HORVATH L SHAO QM
Citation
L. Horvath et Qm. Shao, DARLING-ERDOS-TYPE THEOREMS FOR SUMS OF GAUSSIAN VARIABLES WITH LONG-RANGE DEPENDENCE, Stochastic processes and their applications, 63(1), 1996, pp. 117-137
Citations number
21
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
63
Issue
1
Year of publication
1996
Pages
117 - 137
Database
ISI
SICI code
0304-4149(1996)63:1<117:DTFSOG>2.0.ZU;2-L
Abstract
We obtain extreme value limit distributions of the maximum of standard ized partial sums of stationary Gaussian random variables with long-ra nge dependence.