Tail asymptotic behavior of the supremum of a class of chi-square processes

DOI10.1016/j.spl.2019.07.001zbMath1458.60042arXiv1801.02486OpenAlexW2963023107MaRDI QIDQ2273717

Stephan Robert, Lanpeng Ji, Peng Liu

Publication date: 25 September 2019

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

Full work available at URL: https://arxiv.org/abs/1801.02486

zbMATH Keywords

Brownian bridgechi-square processexact asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Extremes of locally stationary Gaussian and chi fields on manifolds

Uses Software

• GAUSSIAN

Cites Work

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