On the asymptotic distribution of the maximum of a stationary Gaussian sequence (Q2563383)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 957040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the asymptotic distribution of the maximum of a stationary Gaussian sequence |
scientific article; zbMATH DE number 957040 |
Statements
On the asymptotic distribution of the maximum of a stationary Gaussian sequence (English)
0 references
11 December 1996
0 references
The convergence for the distribution of the maximum of a Gaussian stationary sequence to an asymptotic distribution is analyzed. The convergence rate is given for the centralized maximum. Such problems arise in excluding data with large deviations.
0 references
Gaussian stationary sequence
0 references
distribution of a maximum
0 references
convergence
0 references
0.8363818526268005
0 references
