Large Deviations of Shepp Statistics

DOI10.1137/S0040585X97985145zbMath1245.60037MaRDI QIDQ2882307

Alexander V. Shklyaev

Publication date: 4 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationrandom walkright-hand Cramér conditionShepp statistic

Mathematics Subject Classification ID

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

Related Items (2)

Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics ⋮ Extremes of Shepp statistics for fractional Brownian motion

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