On partial sums of a gaussian sequence with stationary increments

DOI10.1080/07362999808809564zbMATH Open0918.60026OpenAlexW2064869419MaRDI QIDQ4215902FDOQ4215902

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

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zbMATH Keywords

regularly varying functionstationary Gaussian sequencecorrelation function oscillators

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

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

Cited In (5)

• LIMIT THEOREMS FOR PARTIAL SUM PROCESSES OF A GAUSSIAN SEQUENCE
• Title not available (Why is that?)
• 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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