Large deviation results on some estimators for stationary Gaussian processes

DOI10.1080/02331880903023803zbMath1282.60034OpenAlexW2024306247MaRDI QIDQ5400836

Claudio Macci, Lea Petrella

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903023803

zbMATH Keywords

large deviationsstationary Gaussian processspectral densitycompound renewal processshort-range and long-range dependencelevel crossing probability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Point estimation (62F10) Bayesian inference (62F15) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (3)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Extension of some large deviation results for posterior distributions ⋮ Large deviations for fractional Poisson processes

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