On moments of the supremum of normed weighted averages
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Publication:5691187
DOI10.2307/3315739zbMath0869.60026MaRDI QIDQ5691187
Publication date: 1 September 1997
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315739
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums, A note on moments of the maximum of Cesàro summation
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