Almost sure limit theorems for the maximum of stationary Gaussian sequences

Endre Csáki and Khurelbaatar Gonchigdanzan

Statistics & Probability Letters, 2002, vol. 58, issue 2, 195-203

Abstract: We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance rn under the condition rn log n(loglog n)1+[var epsilon]=O(1).

Keywords: Almost; sure; central; limit; theorem; Logarithmic; average; Stationary; Gaussian; sequence (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (10)

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