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

• Autores: A.V. Kudrov, V.I. Piterbarg
• Localización: Lithuanian mathematical journal, ISSN 0363-1672, Vol. 47, Nº. 1, 2007, págs. 48-56
• Idioma: inglés
• DOI: 10.1007/s10986-007-0004-z
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• Resumen

  • 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.