SOME ASYMPTOTIC RESULTS OF GAUSSIAN RANDOM FIELDS WITH VARYING MEAN FUNCTIONS AND THE ASSOCIATED PROCESSES

Citation
Jingchen Liu et Gongjun Xu, SOME ASYMPTOTIC RESULTS OF GAUSSIAN RANDOM FIELDS WITH VARYING MEAN FUNCTIONS AND THE ASSOCIATED PROCESSES, Annals of statistics , 40(1), 2012, pp. 262-293
Journal title
ISSN journal
00905364
Volume
40
Issue
1
Year of publication
2012
Pages
262 - 293
Database
ACNP
SICI code
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.