Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
Work
Year: 2008
Type: article
Abstract: We generalize a theorem of Shao [Proc. Amer. Math. Soc. 123 (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i... more
Source: ESAIM Probability and Statistics
Authors Zakhar Kabluchko, Axel Munk
Institution University of Göttingen
Cites: 24
Cited by: 16
Related to: 10
FWCI: 1.39
Citation percentile (by year/subfield): 79.14
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze