Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence

Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence

10.1016/0304-4149(96)00053-1

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Bibliographic Details
Main Authors: Horvàth, L., Shao, Q.-M.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Extreme value distribution
Fractional Brownian motion
Gaussian random variables
Long-range dependence
Standardized sums
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103099
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/103099

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