Locating the Maximum of a Stationary Normal Process.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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The purpose of the paper is to describe certain results concerning the location L sub T of the maximum of a stationary normal process in the time O or t or T. It is shown that L sub T does not, in general, have a uniform distribution on O or t or T, but is asymptotically so under weak conditions as T nears infinity. The various features of the corresponding discrete time problem are also discussed. Author
- Statistics and Probability