On moments of the supremum of normed weighted averages
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Publication:5691187
DOI10.2307/3315739zbMath0869.60026OpenAlexW2091215406MaRDI QIDQ5691187
Publication date: 1 September 1997
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315739
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (2)
A note on moments of the maximum of Cesàro summation ⋮ Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
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