Abstract
We consider a nonstationary Gaussian process with the zero mean and unit variance which possesses the mean square derivative. We study the asymptotic behavior of the maximum Gaussian processes on both finite and increasing intervals. The results are applied to studying the maximal deviation of empirical density and the regression curve on a finite interval.
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call