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Consider the Shepp- resp. Erd\u0151s-R\u00e9nyi-type statistics  \\[  T_ n=\\max_{1\\leq i\\leq n}(S_{i+\\kappa (i)}-S_ i),\\quad U_ n=\\max_{0\\leq i\\leq n- k}(S_{i+k}-S_ i),  \\]   \\[  W_ n=\\max_{0\\leq i\\leq n-k}\\max_{1\\leq j\\leq k}(S_{i+j}-S_ i),\\quad V_ n=\\max_{0\\leq i\\leq n-k}\\min_{i\\leq j\\leq k}(k/j)(S_{i+j}-S_ i),  \\]  where \\(k=\\kappa (n)=[c \\log n]\\) with a given constant \\(c>0\\). Extending their earlier results for \\(U_ n\\), the authors provide almost sure and convergence in probability statements for the random variables \\(T_ n\\), \\(V_ n\\) and \\(W_ n\\), including also the precise convergence rate results.    Moreover, extended versions of the \\textit{P. Erd\u0151s} and \\textit{A. R\u00e9nyi} [J. Anal. Math. 23, 103-111 (1970; Zbl 0225.60015)] and \\textit{L. A. Shepp} [Ann. Math. Stat. 35, 424-428 (1964; Zbl 0146.391)] theorems are presented, covering the full range of constants \\(c>0\\) appearing in \\(k=[c \\log n]\\). Last but not least, a limiting extreme value distribution is derived for \\(U_ n\\) (after suitable normalization), if the underlying distribution of \\(X_ i\\) is non-lattice. 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