Maxima of partial samples in Gaussian sequences

DOI10.1214/aop/1176995528zbMath0378.60037OpenAlexW2015794493MaRDI QIDQ1246940

Yash Mittal

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995528

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuity and singularity of induced measures (60G30)

Related Items (7)

Uniform AR(1) Processes and Maxima on Partial Samples ⋮ Extreme values of the uniform order 1 autoregressive processes and missing observations ⋮ Some asymptotic results on extremes of incomplete samples ⋮ On maxima of partial samples in Gaussian sequences with pseudo-stationary trends ⋮ Extreme values of linear processes with heavy-tailed innovations and missing observations ⋮ Maximum of a partial sample in the uniform AR(1) processes ⋮ Gaussian stochastic processes

This page was built for publication: Maxima of partial samples in Gaussian sequences