This note extends a theorem of Welsch (1971) on the joint asymptotic distribution of some order statistics of a strong-mixing, stationary, Gaussian sequence.
Publié le : 1973-02-14
Classification:
order statistics,
mixing Gaussian processes,
60B10,
62G30
@article{1176997036,
author = {Deo, Chandrakant M.},
title = {A Note on Strong-Mixing Gaussian Sequences},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 186-187},
language = {en},
url = {http://dml.mathdoc.fr/item/1176997036}
}
Deo, Chandrakant M. A Note on Strong-Mixing Gaussian Sequences. Ann. Probab., Tome 1 (1973) no. 5, pp. 186-187. http://gdmltest.u-ga.fr/item/1176997036/