- Precise small deviations in L 2 of some Gaussian processes appearing in the regression context
- Central European Journal of Mathematics
- Volume | Issue number
- 12 | 11
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
- We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected
to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics
for the detrended Brownian motion and detrended Slepian process.
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