Some asymptotic results on extremes of Shepp statistics for Gaussian random walk

DOI10.11845/SXJZ.2013031BMaRDI QIDQ3194445zbMATH OpenFDO

Authors Zhongquan Tan

Publication date 28 October 2015

zbMATH Keywords

Shepp statisticsGaussian random walkalmost sure limit theoremextreme

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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