Limit laws for the maxima of stationary chi-processes under random index

被引：4
|
作者：
Tan, Zhongquan [1 ]
Wu, Changchun [1 ]
机构：
[1] Jiaxing Univ, Coll Math Phys & Informat Engn, Jiaxing 314001, Peoples R China
来源：
TEST | 2014年 / 23卷 / 04期
基金：
美国国家科学基金会;
关键词：
Limit theorem; Weak convergence; Maximum; Random index; Stationary Gaussian process; chi-process; EXTREME ORDER-STATISTICS; POWER NORMALIZATION; RANDOM NUMBER; CROSSINGS; DISTRIBUTIONS; ASYMPTOTICS; EXCURSIONS; VARIABLES; THEOREMS;
D O I：
10.1007/s11749-014-0366-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let be a stationary -process with degrees of freedom. In this paper, we consider the maxima with random index , where converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of exists under some additional conditions.
引用
收藏
页码：769 / 786
页数：18
相关论文
共 50 条
12345