Add to ORKGWe obtain extreme value limit distributions of the maximum of standardized partial sums of stationary Gaussian random variables with long-range dependence.Fractional Brownian motion Gaussian random variables Long-range dependence Standardized sums Extreme value distribution
Let be a d-dimensional array of independent standard Gaussian random variables. For a finite set def...
We consider a sequence ([xi]n)n>=1 of i.i.d. random values residing in the domain of attraction of a...
Let $X_i,\ i=1,2,\dots$ be real-valued {\sl i.i.d.} variables with a compactly supported density. Un...
10.1016/0304-4149(96)00053-1Stochastic Processes and their Applications631117-137STOP
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
We prove a.s. limit theorems corresponding to the classical Darling-Erdös theorem for the maxima of ...
A limit theorem for weighted sums of infinite variance random variables with long-range dependence b
For an i.i.d. sequence of random variables with a semiexponential distribution, we give a functional...
Dependency bounds are lower and upper bounds on the probability distribution of functions of random ...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
We study the distribution of the Erdos-Renyi maximum of partial sums (MPS). A limit law has been est...
The thesis is made up of a number of studies involving long-range dependence (LRD), that is, a slow...
AbstractUnder weak regularity conditions of the covariance sequence, it is shown that the joint limi...
AbstractWe consider a sequence (ξn)n≥1 of i.i.d. random values residing in the domain of attraction ...
We study the limit law of a vector made up of normalized sums of functions of long-range dependent s...
Let be a d-dimensional array of independent standard Gaussian random variables. For a finite set def...
We consider a sequence ([xi]n)n>=1 of i.i.d. random values residing in the domain of attraction of a...
Let $X_i,\ i=1,2,\dots$ be real-valued {\sl i.i.d.} variables with a compactly supported density. Un...
10.1016/0304-4149(96)00053-1Stochastic Processes and their Applications631117-137STOP
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
We prove a.s. limit theorems corresponding to the classical Darling-Erdös theorem for the maxima of ...
A limit theorem for weighted sums of infinite variance random variables with long-range dependence b
For an i.i.d. sequence of random variables with a semiexponential distribution, we give a functional...
Dependency bounds are lower and upper bounds on the probability distribution of functions of random ...
In the article the outline of asymptotic theory of extreme values has been intro-duced for the appli...
We study the distribution of the Erdos-Renyi maximum of partial sums (MPS). A limit law has been est...
The thesis is made up of a number of studies involving long-range dependence (LRD), that is, a slow...
AbstractUnder weak regularity conditions of the covariance sequence, it is shown that the joint limi...
AbstractWe consider a sequence (ξn)n≥1 of i.i.d. random values residing in the domain of attraction ...
We study the limit law of a vector made up of normalized sums of functions of long-range dependent s...
Let be a d-dimensional array of independent standard Gaussian random variables. For a finite set def...
We consider a sequence ([xi]n)n>=1 of i.i.d. random values residing in the domain of attraction of a...
Let $X_i,\ i=1,2,\dots$ be real-valued {\sl i.i.d.} variables with a compactly supported density. Un...