SOME ASYMPTOTIC RESULTS OF GAUSSIAN RANDOM FIELDS WITH VARYING MEAN FUNCTIONS AND THE ASSOCIATED PROCESSES

• 成果类型: Article
• 署名作者: Liu, Jingchen; Xu, Gongjun
• 署名单位: Columbia University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/11-AOS960
• 发表日期: 2012
• 页码: 262-293
• 关键词: time-series; tail probabilities; monte-carlo; maximum; MODEL; regression

摘要

In this paper, we derive tail approximations of integrals of exponential functions or Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple applications such as hypothesis testing for spatial models and financial applications.