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Revision as of 14:57, 5 March 2024

scientific article; zbMATH DE number 1295061
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English
Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
scientific article; zbMATH DE number 1295061

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    Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (English)
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    20 February 2000
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    log-likelihood ratio statistic
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    large deviation rate function
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