Some Limit Theorems for Maxima of Nonstationary Gaussian Processes
Chandrakant M. Deo · The Annals of Statistics · 1973
Let $Z_n = \max_{1\leqq j\leqq n} X_j$ where $\{X_n: 1 \leqq n < \infty\}$ is a Gaussian process. Some known limit theorems for $Z_n$ when $\{X_n\}$ is stationary are extended to the nonstationary case.