Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes

DOI10.15559/15-VMSTA38CNFzbMath1352.60055arXiv1502.04218MaRDI QIDQ340784

Alain Le Breton, Marina Kleptsyna, Bernard Ycart

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04218

zbMATH Keywords

Laplace transformGaussian processesGärtner-Ellis condition

Mathematics Subject Classification ID

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

Cites Work

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