On the uniqueness of maximizers of Markov-Gaussian processes

DOI10.1016/S0167-7152(99)00044-9zbMath0940.60053WikidataQ127859963 ScholiaQ127859963MaRDI QIDQ1805961

Dietmar Ferger

Publication date: 19 July 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Brownian bridgeMarkov-Gaussian processreflected Brownian bridge

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)

Related Items (7)

Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ Lower bound for the expected supremum of fractional brownian motion using coupling ⋮ Limit distributions of least squares estimators in linear regression models with vague concepts ⋮ A continuous mapping theorem for the argmax‐functional in the non‐unique case ⋮ Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

Cites Work

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• Cube root asymptotics
• Weak convergence and empirical processes. With applications to statistics
• On the Absolute Continuity of Distributions of Functionals of Random Processes
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Heuristic Approach to the Kolmogorov-Smirnov Theorems

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