Large deviations of Shepp statistics

DOI10.1137/S0040585X97985145zbMATH Open1245.60037MaRDI QIDQ2882307FDOQ2882307

Authors: A. V. Shklyaev 

Publication date: 4 May 2012

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

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zbMATH Keywords

random walklarge deviationShepp statisticright-hand Cramér condition

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Shepp statistic for Markov chains application to a long-run average cost criterion
• Title not available (Why is that?)
• Extremes of Shepp statistics for fractional Brownian motion
• On large deviations for the Shepp statistic
• Some asymptotic results on extremes of Shepp statistics for Gaussian random walk
• Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics

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