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

10.1016/0304-4149(96)00053-1

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Main Authors: Horvàth, L., Shao, Q.-M.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/103099
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1030992023-10-31T07:15:01Z Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence Horvàth, L. Shao, Q.-M. MATHEMATICS Extreme value distribution Fractional Brownian motion Gaussian random variables Long-range dependence Standardized sums 10.1016/0304-4149(96)00053-1 Stochastic Processes and their Applications 63 1 117-137 STOPB 2014-10-28T02:33:20Z 2014-10-28T02:33:20Z 1996-10 Article 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 03044149 http://scholarbank.nus.edu.sg/handle/10635/103099 A1996VM17000008 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Extreme value distribution
Fractional Brownian motion
Gaussian random variables
Long-range dependence
Standardized sums
spellingShingle Extreme value distribution
Fractional Brownian motion
Gaussian random variables
Long-range dependence
Standardized sums
Horvàth, L.
Shao, Q.-M.
Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
description 10.1016/0304-4149(96)00053-1
author2 MATHEMATICS
author_facet MATHEMATICS
Horvàth, L.
Shao, Q.-M.
format Article
author Horvàth, L.
Shao, Q.-M.
author_sort Horvàth, L.
title Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
title_short Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
title_full Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
title_fullStr Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
title_full_unstemmed Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
title_sort darling-erdos-type theorems for sums of gaussian variables with long-range dependence
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/103099
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