Giuliano Antonini, Rita; Ngamkham, Thuntida; Volodin, Andrei - In: Statistics & Probability Letters 83 (2013) 2, pp. 534-542
For a sequence {Xn,n≥1} of random variables, set Yn=max1≤k≤nXk−an, where {an,n≥1} is a sequence of constants to be specified. We obtain the limiting behavior of the sequences of positive and negative parts of {Yn,n≥1} when the tail distribution of {Xn,n≥1} satisfies suitable...
