On the asymptotic distribution of the maximum of a stationary Gaussian sequence (Q2563383)
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scientific article; zbMATH DE number 957040
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| English | On the asymptotic distribution of the maximum of a stationary Gaussian sequence |
scientific article; zbMATH DE number 957040 |
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On the asymptotic distribution of the maximum of a stationary Gaussian sequence (English)
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11 December 1996
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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.
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Gaussian stationary sequence
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distribution of a maximum
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convergence
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0.8363818526268005
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