Almost sure limit theorems for the maximum of stationary Gaussian sequences

Endre Csáki, Khurelbaatar Gonchigdanzan

Research output: Contribution to journalArticle

57 Citations (Scopus)

Abstract

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance rn under the condition rn log n(log log n)1+ε = O(1).

Original languageEnglish
Pages (from-to)195-203
Number of pages9
JournalStatistics and Probability Letters
Volume58
Issue number2
DOIs
Publication statusPublished - Jun 1 2002

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Keywords

  • Almost sure central limit theorem
  • Logarithmic average
  • Stationary Gaussian sequence

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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