Leadbetter, M. R.; Lindgren, G.; Rootzén, H. - In: Stochastic Processes and their Applications 8 (1978) 2, pp. 131-139
The asymptotic distribution of the maximum Mn=max1[less-than-or-equals, slant]t[less-than-or-equals, slant]n[xi]t in a stationary normal sequence [xi]1,[xi],... depends on the correlation rt between [xi]0 and [xi]t. It is well known that if rt log t -- 0 as t -- [infinity] or if...