Abstract
In this note a weak convergence result in the Skorohod space $D^2\lbrack a, b \rbrack$ for a sequence of stochastic processes generated by the sample extrema of a stationary Gaussian sequence is obtained.
Citation
Chandrakant M. Deo. "A Weak Convergence Theorem for Gaussian Sequences." Ann. Probab. 1 (6) 1061 - 1064, December, 1973. https://doi.org/10.1214/aop/1176996813
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