Limit Theorems for the Maximum Term of a Stationary Process
نویسندگان
چکیده
منابع مشابه
Limit Theorems for Stationary Distributions
For every N > 1, let X,X, X, * * be a real-valued stationary process, and let AX = Xn Xn. Suppose that E(AXn XN)= O(FN) and var(AXN xN)= O(TN), where eN and 7N are positive null sequences. Limiting distributions of XN as N oc are obtained for the cases tN = e N and 7N = o(eN). These results are established by an extension of a method due to Moran. The theory is illustrated by a variety of appli...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1974
ISSN: 0091-1798
DOI: 10.1214/aop/1176996673