Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Sample Path Large Deviations for Squares of Stationary Gaussian Processes

From MaRDI portal
Publication:2845221
Jump to:navigation, search

DOI10.1137/S0040585X97986023zbMath1282.60035MaRDI QIDQ2845221

No author found.

Publication date: 22 August 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)


zbMATH Keywords

Gaussian processeslarge deviationsToeplitz matricesSzergő theorem


Mathematics Subject Classification ID

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


Related Items (3)

Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production ⋮ Estimation of the realized (co-)volatility vector: large deviations approach ⋮ Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations







This page was built for publication: Sample Path Large Deviations for Squares of Stationary Gaussian Processes

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2845221&oldid=15771643"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 19:21.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki