Maxima of partial samples in Gaussian sequences

DOI10.1214/AOP/1176995528zbMATH Open0378.60037OpenAlexW2015794493MaRDI QIDQ1246940FDOQ1246940

Authors: 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)

Cited In (8)

• Some asymptotic results on extremes of incomplete samples
• Uniform AR(1) Processes and Maxima on Partial Samples
• Gaussian stochastic processes
• Extreme values of linear processes with heavy-tailed innovations and missing observations
• Maximum of a partial sample in the uniform AR(1) processes
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Extreme values of the uniform order 1 autoregressive processes and missing observations
• Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

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