On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients

DOI10.2307/1427342zbMath0562.62014OpenAlexW2313235620WikidataQ58650850 ScholiaQ58650850MaRDI QIDQ3675316

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Publication date: 1984

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427342

zbMATH Keywords

periodogramGumbel distributionstationary Gaussian sequenceextreme-value distributionsmoving-average representationasymptotic distributions of maximatrigonometric polynomials with random coefficients

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Distribution theory (60E99) Limit theorems in probability theory (60F99)

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