An almost sure maximum limit theorem for certain class of dependent stationary Gaussian sequences

• Autorzy: Dudziński M.
• Języki publikacji: EN

Słowa kluczowe

EN

maximum limit theorem; convergence; Gaussian sequences; logarithmic means

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2002
• Tom: Vol. 35, nr 4
• Strony: 879--890
• Opis fizyczny: Bibliogr. 4 poz.

Twórcy

autor

Dudziński M.

• Faculty of Mathematics and Information Science, Warsaw University of Technology, Pl. Politechniki 1, 00-661 Warszawa, Poland

Bibliografia

• [1] S. M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist. 35 (1964), 502-516.
• [2] S. Cheng, L. Peng and Y. Qi, Almost sure convergence in extreme theory, Math. Nachr. 190 (1998), 43-50.
• [3] I. Fahrner and U. Stadtmuller, On almost sure max-limit theorems, Statist. Prob. Lett. 37 (1998), 229-236.
• [4] M. R. Leadbetter, G. Lindgren and H. Rootzen, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, Heidelberg, Berlin 1983.