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

• Zhongquan Tan ^[1] ; Changchun Wu ^[1]
  1. [1] Jiaxing University

     Jiaxing University

     China

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 23, Nº. 4, 2014, págs. 769-786
• Idioma: inglés
• DOI: 10.1007/s11749-014-0366-6
• Texto completo no disponible (Saber más ...)
• Resumen

  • Let {χk(t),t≥0} be a stationary χ-process with k degrees of freedom. In this paper, we consider the maxima Mk(T)=max{χk(t),∀t∈[0,T]} with random index TT, where TT/T converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of Mk(TT) exists under some additional conditions.