On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

被引：0
|
作者：
A. V. Kudrov
V. I. Piterbarg
机构：
[1] The Higher School of Economics,
[2] Moscow Lomonosov State University,undefined
[3] Leninskie Gory,undefined
来源：
Lithuanian Mathematical Journal | 2007年 / 47卷
关键词：
Gaussian process; maximum; missed observationspseudo-stationary trend; partial sample;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider a Gaussian stationary sequence added by a pseudo-stationary trend and prove a limit theorem for joint distribution of its maximum and maximum of its subsequence.
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页码：48 / 56
页数：8
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