Conditions for the convergence in distribution of maxima of stationary normal processes

M. R. Leadbetter, G. Lindgren and H. Rootzén

Stochastic Processes and their Applications, 1978, vol. 8, issue 2, 131-139

Abstract: The asymptotic distribution of the maximum Mn=max1[less-than-or-equals, slant]t[less-than-or-equals, slant]n[xi]t in a stationary normal sequence [xi]1,[xi],... depends on the correlation rt between [xi]0 and [xi]t. It is well known that if rt log t --> 0 as t --> [infinity] or if [Sigma]r2t

Date: 1978
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