On convergence rates of suprema (Q2277651)
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scientific article; zbMATH DE number 4197035
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| English | On convergence rates of suprema |
scientific article; zbMATH DE number 4197035 |
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On convergence rates of suprema (English)
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1991
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It is shown that the convergence rate of suprema of stationary Gaussian and related processes, such as processes defined by the empirical distribution function, is logarithmically slow, even if the rates are to be uniform over as few as three points. It is proved that the bootstrap approximation provides a substantial improvement.
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convergence rate
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suprema
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empirical distribution
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bootstrap approximation
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0.7847324013710022
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0.7767041325569153
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0.7758235931396484
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