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.
Original language | English (US) |
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Pages (from-to) | 262-293 |
Number of pages | 32 |
Journal | Annals of Statistics |
Volume | 40 |
Issue number | 1 |
DOIs | |
State | Published - Feb 2012 |
Externally published | Yes |
Keywords
- Change of measure
- Gaussian process
- Integral