Limit distribution of the last exit time for stationary random sequences-Reference-Cited by-同舟云学术

Limit distribution of the last exit time for stationary random sequences

Published:1980 Issue:3 Volume:52 Page:301-308
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

H�sler J�rg

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00538894.pdf

Reference4 articles.

1. Hüsler, J.: On limit distributions of first crossing points of Gaussian sequences. Stochastic Processes Appl. 6, 65?75 (1977)

2. Hüsler, J.: The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables. Z. Wahrscheinlichkeitstheorie verw. Gebiete 50, 159?164 (1979)

3. Hüsler, J.: Hinreichende Bedingungen für die Gültigkeit einer Grenzverteilung der letzten Austrittszeit bei Gaussfolgen. Techn. Berichte No. 2, Institut f. math. Statistik, Universität Bern, 1980

4. Leadbetter, M.R.: On extreme values in stationary sequences. Z. Wahrscheinlichkeitstheorie verw. Gebiete 28, 289?303 (1974)

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