Estimation of cumulants and large deviations for certain nonlinear transformations of a stationary Gaussian process

DOI10.1007/BF00966583zbMath0453.60036MaRDI QIDQ1149175

A. Plikusas

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

estimation of cumulants

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10) Stochastic integrals (60H05)

Cites Work

• Multiple Wiener integral
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• On large deviations
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