Geodesic
Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 707-724 Cet article a éte moissonné depuis la source Math-Net.Ru

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The asymptotic expansions and rate of convergence of maximal deviation distributions for two wide classes of Gaussian stationary processes and Parzen–Rosenblatt empirical densities are obtained. 
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     author = {V. D. Konakov and V. I. Piterbarg},
     title = {Rate of convergence of maximal deviation distributions for {Gaussian} processes and empirical density {functions.~I}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     year = {1982},
     volume = {27},
     number = {4},
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V. D. Konakov; V. I. Piterbarg. Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 707-724. http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a6/