2013/12/07 by Enkelejd Hashorva, Hashorva, Enkelejd, Zhichao Weng +1
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.PR
paper · pdf · doi:10.48550/arxiv.1312.2151
To appear in Com. Stat. Theory & Meth
arxiv created 2013/12/07 · openalex publication_date 2013/12/07 · arxiv updated 2013/12/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample. Under a stronger assumption the weak convergence is strengthened to almost convergence.