Please use this identifier to cite or link to this item: https://doi.org/10.1016/0304-4149(96)00053-1
Title: Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
Authors: Horvàth, L.
Shao, Q.-M. 
Keywords: Extreme value distribution
Fractional Brownian motion
Gaussian random variables
Long-range dependence
Standardized sums
Issue Date: Oct-1996
Source: Horvàth, L., Shao, Q.-M. (1996-10). Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence. Stochastic Processes and their Applications 63 (1) : 117-137. ScholarBank@NUS Repository. https://doi.org/10.1016/0304-4149(96)00053-1
Abstract: We obtain extreme value limit distributions of the maximum of standardized partial sums of stationary Gaussian random variables with long-range dependence.
Source Title: Stochastic Processes and their Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/103099
ISSN: 03044149
DOI: 10.1016/0304-4149(96)00053-1
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