Pages that link to "Item:Q4247979"
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The following pages link to Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979):
Displaying 10 items.
- Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case (Q386657) (← links)
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes (Q454458) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- On exponential rates of estimators of the parameter in the first-order autoregressive process (Q1265988) (← links)
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- (Q4416873) (← links)
- Large deviation results on some estimators for stationary Gaussian processes (Q5400836) (← links)
- On large deviation asymptotics of some tests in time series (Q5943801) (← links)