Large deviations for the spectral estimate of a stationary Gaussian sequence

DOI10.1007/BF00968367zbMath0382.62076MaRDI QIDQ1247712

R. Rudzkis, R. Yu. Bentkus

Publication date: 1977

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES

Cites Work

• On large deviations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Large deviations for the spectral estimate of a stationary Gaussian sequence