Abstract
Let {Xn(t),t∈[0,∞)},n∈ℕ, be standard stationary Gaussian processes. The limit distribution oft∈[0,T(n)]|Xn(t)| is established asrn(t), the correlation function of {Xn(t),t∈[0,∞)},n∈ℕ, which satisfies the local and long-range strong dependence conditions, extending the results obtained in Seleznjev (1991).
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