EXTREMES OF ORDER STATISTICS OF STATIONARY GAUSSIAN PROCESSES

Zhao, CM

Zhao, CM (reprint author), Southwest Jiaotong Univ, Sch Math, Dept Stat, Xian Rd 999, Chengdu 611756, Sichuan, Peoples R China.

PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018; 38 (1): 61

Abstract

Let {X-i(t); t >= 0}, 1 <= i <= n, be mutually independent and identically distributed centered stationary Gaussian processes. Under some mil......

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