Precise small deviations in L 2 of some Gaussian processes appearing in the regression context

• Autorzy: Alisa Kirichenko , Ya. Nikitin
• Języki publikacji: EN

Abstrakty

EN

We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.

Słowa kluczowe

EN

Gaussian process; Small deviations; Precise asymptotics

Kategorie tematyczne

• 62J05: Linear regression
• 60G15: Gaussian processes
• 60J65: Brownian motion

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2014
• Tom: 12
• Numer: 11
• Strony: 1674-1686

Daty

wydano

2014-11-01

online

2014-06-29

Twórcy

autor

Alisa Kirichenko

• University of Amsterdam

autor

Ya. Nikitin

Bibliografia

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Identyfikatory

DOI

10.2478/s11533-014-0436-8