Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context
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Publication:403189
DOI10.2478/s11533-014-0436-8zbMath1322.60036MaRDI QIDQ403189
Publication date: 29 August 2014
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/s11533-014-0436-8
60G15: Gaussian processes
62J05: Linear regression; mixed models
60J65: Brownian motion
60F10: Large deviations
60F99: Limit theorems in probability theory