On partial sums of a gaussian sequence with stationary increments

DOI10.1080/07362999808809564MaRDI QIDQ4215902zbMATH OpenOpenAlexFDO

Authors U. Jin Choi, Yong-Kab Choi, Byung-Soo Lee

Publication date 21 January 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809564

zbMATH Keywords

regularly varying functionstationary Gaussian sequencecorrelation function oscillators

Mathematics Subject Classification ID

Gaussian processes (60G15)

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• On the asymptotic behavior of Gaussian sequences with stationary increments
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Cites work

• On infinite series of independent Ornstein-Uhlenbeck processes
• The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail

Cited in

(5)

• LIMIT THEOREMS FOR PARTIAL SUM PROCESSES OF A GAUSSIAN SEQUENCE
• scientific article; zbMATH DE number 3911401 (Why is no real title available?)
• Asymptotic behaviors for partial sum processes of a Gaussian sequence
• On the asymptotic behavior of Gaussian sequences with stationary increments
• On the renewal measure for Gaussian sequences

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