AN ITERATED LOGARITHM LAW FOR MAXIMUM IN A STATIONARY GAUSSIAN SEQUENCE

被引：28
作者：
PICKANDS, J
机构：
[1] Department of Statistics, Virginia Polytechnic Institute College of Arts and Sciences, Blacksburg, 24061, Virginia
来源：
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1969年 / 12卷 / 04期
关键词：
D O I：
10.1007/BF00538755
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：
Let {Xn, n=1, 2, ⋯} be the successive terms of a discrete coordinate stationary Gaussian stochastic process. Assume, without loss of generality, that EXn=0 and ro=EXn2=1 for all n. Let rn≡EXkXk+n be the covariance function. If either there exists an α>0 such that {Mathematical expression} then {Mathematical expression} where {Mathematical expression} It is not sufficient that {Mathematical expression} © 1969 Springer-Verlag.
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页码：344 / &
相关论文
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