Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes

Abstract

In this paper, with motivation from the paper of Konstant et al. (Lith Math J 44:196-208, 2004) we derive limit theorems for the maximum of strongly dependent cyclo-stationary -processes. Further, under a global Holder condition we show that Seleznjev pth-mean convergence theorem holds

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Last time updated on 12/12/2013

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