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
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
Journal title :
Stochastic Processes and their Applications
