Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
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Version: author
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Serval ID
serval:BIB_74657C75CB80
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
Journal
Communications in Statistics - Theory and Methods
ISSN
0361-0926 (Print)
1532-415X (Electronic)
1532-415X (Electronic)
Publication state
Published
Issued date
2015
Peer-reviewed
Oui
Volume
44
Number
21
Pages
4641-4650
Language
english
Abstract
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.
Keywords
Davis-Resnick tail property, Gumbel max-domain of attraction, Random contraction, Stationary Gaussian sequence
Web of science
Create date
26/02/2013 19:25
Last modification date
20/08/2019 14:32