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Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields

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Publication:1920064
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zbMath0847.62013MaRDI QIDQ1920064

Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 28 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)


Related Items (3)

Estimation of the realized (co-)volatility vector: large deviations approach ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Superlarge deviations for sums of random variables with arithmetical super-exponential distributions






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