Pages that link to "Item:Q1292786"

The following pages link to A functional large deviations principle for quadratic forms of Gaussian stationary processes (Q1292786):

Displaying 23 items.

• Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• Quadratic and rate-independent limits for a large-deviations functional (Q510667) (← links)
• Canonical moments and random spectral measures (Q616259) (← links)
• On the large deviation principle for a quadratic functional of the autoregressive process (Q689549) (← links)
• Some large deviations principles for time-changed Gaussian processes (Q831327) (← links)
• Large deviations for quadratic functionals of Gaussian processes (Q1368990) (← links)
• Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
• Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
• On large deviations of empirical measures for stationary Gaussian processes (Q1899253) (← links)
• A note on LDP for supremum of Gaussian processes over infinite horizon (Q1962198) (← links)
• Large deviations for quadratic forms of stationary Gaussian processes (Q1965869) (← links)
• Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime (Q2054286) (← links)
• Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
• Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
• Asymptotic properties of the algebraic moment range process (Q2460683) (← links)
• On large deviations formulas for quadratic functions of Gaussian random variables (Q2722273) (← links)
• Sample path large deviations for squares of stationary Gaussian processes (Q2845221) (← links)
• (Q3414492) (← links)
• (Q4878395) (← links)
• Sharp large deviations for Gaussian quadratic forms with applications (Q4941312) (← links)
• Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production (Q5886949) (← links)