Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields

zbMATH Open0847.62013MaRDI QIDQ1920064FDOQ1920064

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 28 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Random fields (60G60) Asymptotic properties of parametric tests (62F05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (5)

• Large deviations for the maxima of some random fields
• Delta method in large deviations and moderate deviations for estimators
• Estimation of the realized (co-)volatility vector: large deviations approach
• Superlarge deviations for sums of random variables with arithmetical super-exponential distributions
• Detection of spurious maxima through random draw tests and specification tests

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