Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence

Stochastic Processes and their Applications

Volumn 63, Issue 1, 1996, Pages 117-137

  Horvàth, Lajos ^a   Shao, Qi Man ^b  

^a UNIVERSITY OF UTAH   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Extreme value distribution; Fractional Brownian motion; Gaussian random variables; Long range dependence; Standardized sums

Indexed keywords

EID: 0030268302     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(96)00053-1     Document Type: Article

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