On large deviation asymptotics of some tests in time series (Q5943801)
From MaRDI portal
scientific article; zbMATH DE number 1648601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviation asymptotics of some tests in time series |
scientific article; zbMATH DE number 1648601 |
Statements
On large deviation asymptotics of some tests in time series (English)
0 references
25 April 2002
0 references
Gaussian stationary process
0 references
spectral density
0 references
Bahadur efficiency
0 references
0 references
