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Large deviation results on some estimators for stationary Gaussian processes - MaRDI portal

Large deviation results on some estimators for stationary Gaussian processes (Q5400836)

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scientific article; zbMATH DE number 6268778
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Large deviation results on some estimators for stationary Gaussian processes
scientific article; zbMATH DE number 6268778

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    Large deviation results on some estimators for stationary Gaussian processes (English)
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    12 March 2014
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    large deviations
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    stationary Gaussian process
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    spectral density
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    short-range and long-range dependence
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    level crossing probability
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    compound renewal process
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