Let $Z_n = \max_{1\leqq j\leqq n} X_j$ where $\{X_n: 1 \leqq n < \infty\}$ is a Gaussian process. Some known limit theorems for $Z_n$ when $\{X_n\}$ is stationary are extended to the nonstationary case.
Publié le : 1973-09-14
Classification:
Maxima,
Gaussian Processes,
60G15,
60F15
@article{1176342520,
author = {Deo, Chandrakant M.},
title = {Some Limit Theorems for Maxima of Nonstationary Gaussian Processes},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 981-984},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342520}
}
Deo, Chandrakant M. Some Limit Theorems for Maxima of Nonstationary Gaussian Processes. Ann. Statist., Tome 1 (1973) no. 2, pp. 981-984. http://gdmltest.u-ga.fr/item/1176342520/