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Extreme value distribution for normalized sums from stationary Gaussian sequences

Author

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  • Mittal, Yashaswini

Abstract

Let {Xi, i[greater-or-equal, slanted]0} be a sequence of independent identically distributed random variables with finite absolute third moment. Then Darling and Erdös have shown that for -[infinity]

Suggested Citation

  • Mittal, Yashaswini, 1979. "Extreme value distribution for normalized sums from stationary Gaussian sequences," Stochastic Processes and their Applications, Elsevier, vol. 9(1), pages 67-84, August.
    • Handle: RePEc:eee:spapps:v:9:y:1979:i:1:p:67-84
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    Cited by:

    1. Lei Gao & Dong Han, 2020. "Extreme Value Distributions for Two Kinds of Path Sums of Markov Chain," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 279-294, March.

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