Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context

DOI10.2478/s11533-014-0436-8zbMath1322.60036MaRDI QIDQ403189

J. Herrera, H. S. Yoon

Publication date: 29 August 2014

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s11533-014-0436-8

zbMATH Keywords

Gaussian processes; small deviations; detrended Brownian motion; detrended Slepian process

Mathematics Subject Classification ID

60G15: Gaussian processes

62J05: Linear regression; mixed models

60J65: Brownian motion

60F10: Large deviations

60F99: Limit theorems in probability theory