Pages that link to "Item:Q1899253"
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The following pages link to On large deviations of empirical measures for stationary Gaussian processes (Q1899253):
Displaying 17 items.
- A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process (Q296503) (← links)
- Variance of partial sums of stationary sequences (Q378818) (← links)
- Large deviations for stationary Gaussian processes (Q1103949) (← links)
- A functional large deviations principle for quadratic forms of Gaussian stationary processes (Q1292786) (← links)
- Persistence of Gaussian processes: non-summable correlations (Q1682497) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- The principle of large deviations for almost everywhere central limit theorem (Q1805776) (← links)
- Large deviations and Wschebor's theorems (Q2080171) (← links)
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions (Q2441057) (← links)
- Sample path large deviations for squares of stationary Gaussian processes (Q2845221) (← links)
- Large deviations for stationary Gaussian processes (Q3805540) (← links)
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979) (← links)
- Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments (Q4891049) (← links)
- Long Gaps Between Sign-Changes of Gaussian Stationary Processes (Q5255944) (← links)
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production (Q5886949) (← links)
- [Russian Text Ignored] (Q5902914) (← links)
- Large deviation theorems for Gaussian processes and their applications in information theory (Q5937964) (← links)
