Pages that link to "Item:Q2326521"
From MaRDI portal
The following pages link to Large deviations for conditionally Gaussian processes: estimates of level crossing probability (Q2326521):
Displaying 5 items.
- Some large deviations principles for time-changed Gaussian processes (Q831327) (← links)
- Pathwise asymptotics for Volterra type stochastic volatility models (Q2031006) (← links)
- Asymptotic normality of high level-large time crossings of a Gaussian process (Q2419974) (← links)
- Statistical property of threshold-crossing for zero-mean-valued, narrow-banded Gaussian processes (Q5947720) (← links)
- Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities (Q6633969) (← links)