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

作者：Tan Zhongquan^*; Wu Changchun

来源：Test, 2014, 23(4): 769-786.

DOI：10.1007/s11749-014-0366-6

• Limit theorem
• Weak convergence
• Maximum
• Random index
• Stationary Gaussian process
• chi-process

Let be a stationary -process with degrees of freedom. In this paper, we consider the maxima with random index , where converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of exists under some additional conditions.

• 出版日期2014-12
• 单位嘉兴学院