Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes

Jingchen Liu; Gongjun Xu

doi:10.1214/11-AOS960

Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes

Jingchen Liu, Gongjun Xu

Research output: Contribution to journal › Article › peer-review

17 Scopus citations

Abstract

In this paper, we derive tail approximations of integrals of exponential functions of 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.

Original language	English (US)
Pages (from-to)	262-293
Number of pages	32
Journal	Annals of Statistics
Volume	40
Issue number	1
DOIs	https://doi.org/10.1214/11-AOS960
State	Published - Feb 2012
Externally published	Yes

Keywords

Change of measure
Gaussian process
Integral

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Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes

Abstract

Keywords

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