APPROXIMATION-THEORY FOR THE SIMULATION OF CONTINUOUS GAUSSIAN-PROCESSES

被引:7
作者
EPLETT, WJR
机构
关键词
D O I
10.1007/BF00339934
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:159 / 181
页数:23
相关论文
共 13 条
[1]  
Ahlberg JH., 1968, J APPROX THEORY, V1, P5, DOI [10.1016/0021-9045(68)90053-1, DOI 10.1016/0021-9045(68)90053-1]
[2]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[3]   THE INADMISSIBILITY OF LINEAR RANK-TESTS UNDER BAHADUR EFFICIENCY [J].
EPLETT, WJR .
ANNALS OF STATISTICS, 1981, 9 (05) :1079-1086
[4]  
EPLETT WJR, 1982, J ROY STAT SOC B MET, V44, P270
[5]  
FERNIQUE X, 1974, LECT NOTES MATH, V480, P1
[6]  
KATSNELSON Y, 1968, INTRO HARMONIC ANAL
[7]   A BOUND FOR DISTRIBUTION OF MAXIMUM OF CONTINUOUS GAUSSIAN PROCESSES [J].
MARCUS, M .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01) :305-&
[8]  
Skorohod A. V., 1974, THEORY STOCHASTIC PR, V1
[9]  
Taylor AE, 1980, INTRO FUNCTIONAL ANA
[10]   WEAK CONVERGENCE OF PROBABILITY MEASURES ON FUNCTION SPACE C 3,INFINITY ) [J].
WHITT, W .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (03) :939-&