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Approximating the distribution of an extreme value statistic based on estimated from a generating function

, and . Stochastic Processes and their Applications, (1987)

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Strong consistency of the MLE for sequential design problems, , and . Statistics & Probability Letters, 6 (6): 441--446 (May 1988)A conditional limit law result on the location of the maximum of Brownian motion, and . Statistics & Probability Letters, 13 (3): 199--202 (Feb 19, 1992)Estimation for first-order autoregressive processes with positive or bounded innovations, and . Stochastic Processes and their Applications, 31 (2): 237--250 (April 1989)Approximating the distribution of an extreme value statistic based on estimated from a generating function, and . Stochastic Processes and their Applications, (1987)