Large deviations and Wschebor's theorems
From MaRDI portal
Publication:2080171
DOI10.1007/978-3-030-85325-9_9zbMath1496.60023OpenAlexW2933766397MaRDI QIDQ2080171
Alain Rouault, José Rafael León
Publication date: 7 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-85325-9_9
Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Large deviations (60F10) Self-similar stochastic processes (60G18)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
- CLT for \(L^p\) moduli of continuity of Gaussian processes
- Gaussian moving averages and semimartingales
- Integral transforms and their applications. 2nd ed
- The large deviation principle for hypermixing processes
- Almost sure weak convergence of the increments of Lévy processes
- Large deviations from the almost everywhere central limit theorem
- Integration questions related to fractional Brownian motion
- The principle of large deviations for almost everywhere central limit theorem
- Almost sure oscillation of certain random processes
- Large deviations: From empirical mean and measure to partial sums process
- On large deviations of empirical measures for stationary Gaussian processes
- Large deviations and strong mixing
- Variance estimator for fractional diffusions with variance and drift depending on time
- \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
- Weak convergence of the integrated number of level crossings to the local time for Wiener processes
This page was built for publication: Large deviations and Wschebor's theorems