Limit Theorems for the Maximum of Standardized Cesaro and Abel Sums
L. Horvath and Q.-M. Shao (1995). Limit Theorems for the Maximum of Standardized Cesaro and Abel Sums. Journal of Statistical Research, Vol. 29, No. 2, pp. 37-50.
Abstract
We obtain the law of iterated logarithm and the limit distributions of maxima of standardized Cesaro and Abel sums. The proofs are based on strong approximations and the asymptotic properties of stationary Gaussian processes.
