Tail asymptotic behavior of the supremum of a class of chi-square processes

Ji, L orcid.org/0000-0002-7790-7765, Liu, P and Robert, S (2019) Tail asymptotic behavior of the supremum of a class of chi-square processes. Statistics and Probability Letters, 154. 108551. ISSN 0167-7152

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Copyright, Publisher and Additional Information: © 2019, Elsevier B.V. All rights reserved. This is an author produced version of an article published in Statistics and Probability Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Chi-square process; Exact asymptotics; Brownian bridge
Dates:
  • Published: November 2019
  • Accepted: 1 July 2019
  • Published (online): 11 July 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 09 Jul 2019 11:24
Last Modified: 23 Jul 2019 08:09
Status: Published
Publisher: Elsevier BV
Identification Number: https://doi.org/10.1016/j.spl.2019.07.001

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