On the Csorgo-Révész increments of finite dimensional Gaussian random fields

In this paper, we establish some limit theorems on the combined Csorgo-Révész increments with moduli of continuity for finite dimensional Gaussian random fields under mild conditions, via estimating upper bounds of large deviation probabilities on suprema of the finite dimensional Gaussian random fields.

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Year of publication:	2004-04-01
Authors:	Choi, Yong-Kab ; Sung, Hwa-Sang ; Hwang, Kyo-Shin ; Moon, Hee-Jin
Institutions:	Départment des sciences administratives, Université du Québec en Outaouais (UQO)
Subject:	Csorgo-Révész increment \| Gaussian process \| random field \| modulus of continuity \| quasi-increasing \| regularly varying function \| large deviation probability

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Extent:	application/pdf
Series:	RePAd Working Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number lrsp-TRS395 16 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005773154