Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/102951
DC Field | Value | |
---|---|---|
dc.title | Bounds and estimators of a basic constant in extreme value theory of gaussian processes | |
dc.contributor.author | Shao, Q.-M. | |
dc.date.accessioned | 2014-10-28T02:31:34Z | |
dc.date.available | 2014-10-28T02:31:34Z | |
dc.date.issued | 1996 | |
dc.identifier.citation | Shao, Q.-M. (1996). Bounds and estimators of a basic constant in extreme value theory of gaussian processes. Statistica Sinica 6 (1) : 245-257. ScholarBank@NUS Repository. | |
dc.identifier.issn | 10170405 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/102951 | |
dc.description.abstract | Let Hα be the constant in the extremal theorem for Gaussian processes. In this note a lower and upper bound as well as two statistical estimators of Hα are given. Simulation results are also discussed. As a by-product of the proof, a more precise bound on the small ball probability of fractional Brownian motion is obtained. | |
dc.source | Scopus | |
dc.subject | Extremal theorem | |
dc.subject | Gaussian process | |
dc.subject | Small ball probability | |
dc.type | Article | |
dc.contributor.department | MATHEMATICS | |
dc.description.sourcetitle | Statistica Sinica | |
dc.description.volume | 6 | |
dc.description.issue | 1 | |
dc.description.page | 245-257 | |
dc.identifier.isiut | NOT_IN_WOS | |
Appears in Collections: | Staff Publications |
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