An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift

We study the extremal behavior of the stationary processes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $${\xi }\left( t \right) = V\left( t \right) - t$$ \end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\left| {\xi \left( t \right)} \right|$$ \end{document}, on increasing intervals [0,T], as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$T \to \infty$$ \end{document}, where V(t) is the location of the maximum of standard two-sided Brownian motion minus a parabolic drift. The result can be applied to the asymptotic behavior of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$L_\infty$$ \end{document}-risk of several nonparametric maximum likelihood estimators.