Limit Laws for Maxima of Contracted Stationary Gaussian Sequences

Détails

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Etat: Public
Version: de l'auteur⸱e
Licence: Non spécifiée
ID Serval
serval:BIB_74657C75CB80
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
Périodique
Communications in Statistics - Theory and Methods
Auteur⸱e⸱s
Hashorva  E., Weng  Z.
ISSN
0361-0926 (Print)
1532-415X (Electronic)
Statut éditorial
Publié
Date de publication
2015
Peer-reviewed
Oui
Volume
44
Numéro
21
Pages
4641-4650
Langue
anglais
Résumé
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample. Under a stronger assumption the weak convergence is strengthened to almost convergence.
Mots-clé
Davis-Resnick tail property, Gumbel max-domain of attraction, Random contraction, Stationary Gaussian sequence
Web of science
Création de la notice
26/02/2013 19:25
Dernière modification de la notice
20/08/2019 14:32
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