Large deviations for quadratic forms of stationary Gaussian processes
type: Item
instance of: scholarly article
title: Large deviations for quadratic forms of stationary Gaussian processes
zbMATH Open document ID: 0941.60050
DOI: 10.1016/S0304-4149(97)00071-9
author: Bernard Bercu
author: Fabrice Gamboa
author: Alain Rouault
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 47N30
Mathematics Subject Classification ID: 47B35
zbMATH DE Number: 1409135
zbMATH Keywords: large deviations
zbMATH Keywords: quadratic forms
zbMATH Keywords: Gaussian processes
zbMATH Keywords: Toeplitz matrices
MaRDI profile type: Publication
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cites work: Large deviations for stationary Gaussian processes
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cites work: Saddlepoint approximations
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description: scientific article; zbMATH DE number 1409135