The Laplace method for computing exact asymptotics of distributions of integral statistics.

zbMath1103.62321MaRDI QIDQ1856539

V. R. Fatalov

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

Large deviations for distributions of sums of random variables: Markov chain method ⋮ Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas ⋮ Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)

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