Almost sure limit theorems for the maximum of stationary Gaussian sequences
AbstractWe prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance rn under the condition rn log n(loglog n)1+[var epsilon]=O(1).
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 58 (2002)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Fahrner, Ingo, 2001. "A strong invariance principle for the logarithmic average of sample maxima," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 317-337, June.
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- Hashorva, Enkelejd & Weng, Zhichao, 2013. "Limit laws for extremes of dependent stationary Gaussian arrays," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 320-330.
- Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
- Chen, Shouquan & Lin, Zhengyan, 2006. "Almost sure max-limits for nonstationary Gaussian sequence," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1175-1184, June.
- Moon, Hee-Jin & Choi, Yong-Kab, 2007. "Asymptotic properties for partial sum processes of a Gaussian random field," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 9-18, January.
- Dudzinski, Marcin, 2008. "The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 347-357, March.
- Tan, Zhongquan & Peng, Zuoxiang, 2009. "Almost sure convergence for non-stationary random sequences," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 857-863, April.
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