Exact convergence rate for the maximum of standardized gaussian increments

Electronic Communications in Probability

Volumn 13, Issue , 2008, Pages 302-310

  Kabluchko, Zakhar ^a   Munk, Axel ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Almost sure limit theorem; Gaussian random walk; Integral test; L vy s continuity modulus; Multiscale statistic; Standardized increments

Indexed keywords

EID: 45849110727     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v13-1380     Document Type: Article

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