• Title of article

    Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence

  • Author/Authors

    Horvàth، نويسنده , , Lajos and Shao، نويسنده , , Qi-Man Shao، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    21
  • From page
    117
  • To page
    137
  • Abstract
    We obtain extreme value limit distributions of the maximum of standardized partial sums of stationary Gaussian random variables with long-range dependence.
  • Keywords
    Fractional Brownian motion , Gaussian random variables , long-range dependence , Standardized sums , Extreme value distribution
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1996
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575914

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1575914