Abstract
This note extends a theorem of Welsch (1971) on the joint asymptotic distribution of some order statistics of a strong-mixing, stationary, Gaussian sequence.
Citation
Chandrakant M. Deo. "A Note on Strong-Mixing Gaussian Sequences." Ann. Probab. 1 (1) 186 - 187, February, 1973. https://doi.org/10.1214/aop/1176997036
Information
Published: February, 1973
First available in Project Euclid: 19 April 2007
zbMATH: 0283.60005
MathSciNet: MR346878
Digital Object Identifier: 10.1214/aop/1176997036
Subjects:
Primary:
60B10
Secondary:
62G30
Keywords:
mixing Gaussian processes
,
order statistics
Rights: Copyright © 1973 Institute of Mathematical Statistics