Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes

DOI10.1111/1467-842X.00003zbMath0931.60017OpenAlexW2051214023MaRDI QIDQ4247979

Masanobu Taniguchi, Toshiyuki Sato, Yoshihide Kakizawa

Publication date: 20 February 2000

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00003

zbMATH Keywords

log-likelihood ratio statisticlarge deviation rate function

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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