Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications

DOI10.1515/MS-2017-0259zbMath1505.60032OpenAlexW2945762608MaRDI QIDQ5228809

No author found.

Publication date: 12 August 2019

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ms-2017-0259

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (4)

Prediction of the exponential fractional upper record-values ⋮ Limit distributions of random record model in a stationary Gaussian sequence ⋮ Asymptotic predictive inference of negative lower tail index distributions ⋮ Asymptotic behavior of the records of multivariate random sequences in a norm sense

This page was built for publication: Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications