LIMIT THEOREMS FOR MAXIMUM TERM OF A STATIONARY PROCESS

被引：29

作者：

OBRIEN, GL ^{[1
]}

机构：

[1] YORK UNIV,DEPT MATH,4700 KEELE ST,DOWNSVIEW M3J IP3,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1214/aop/1176996673

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：540 / 545

页数：6

共 9 条

[1] LIMIT-THEOREMS FOR MAXIMUM TERM IN STATIONARY-SEQUENCES [J].

BERMAN, SM .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :502-+

[2]

DEHAAN L, 1970, MATHEMATICAL CTR TRA, V32

[3]

Feller W., 1966, INTRO PROBABILITY TH, V2

[4] DISTRIBUTION OF MAXIMUM OF RANDOM-VARIABLES [J].

GALAMBOS, J .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02) :516-&

[5] The limited distribution of the maximum term of a random series [J].

Gnedenko, B .

LOYNES, RM .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (03) :993-999

[7] ON DOMAIN OF ATTRACTION OF E-E-X [J].

MARCUS, M ;

PINSKY, M .

[8]

OBRIEN GL, TO BE PUBLISHED

WATSON, GS .

ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04) :798-800