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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 | Citation: | 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 |
| Appears in Collections: | Staff Publications |
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