Block records and maxima of the increments of the Wiener process

Journal of Statistical Planning and Inference

Volumn 85, Issue 1-2, 2000, Pages 137-144

  Haiman, George ^a,b  

^a UNIV LILLE   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

1 dependent sequences; 60G10; Block record; Increments of Wiener process

Indexed keywords

EID: 0011935529     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(99)00076-2     Document Type: Article

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