Pages that link to "Item:Q689549"

The following pages link to On the large deviation principle for a quadratic functional of the autoregressive process (Q689549):

Displaying 9 items.

• Large deviations for Bayesian estimators in first-order autoregressive processes (Q974525) (← links)
• Note on functional large deviation principle for fractional ARIMA processes (Q1281921) (← links)
• A remark on the connection between the large deviation principle and the central limit theorem (Q1314719) (← links)
• Large deviations for quadratic forms of stationary Gaussian processes (Q1965869) (← links)
• The Discounted Large Deviation Principle for Autoregressive Processes (Q3017857) (← 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)
• Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105) (← links)
• Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953) (← links)