Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
10.1016/0304-4149(96)00053-1
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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 |
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Extreme value distribution Fractional Brownian motion Gaussian random variables Long-range dependence Standardized sums |
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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 |
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10.1016/0304-4149(96)00053-1 |
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MATHEMATICS |
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MATHEMATICS Horvàth, L. Shao, Q.-M. |
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Article |
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Horvàth, L. Shao, Q.-M. |
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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 |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/103099 |
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