Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979): Difference between revisions
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scientific article; zbMATH DE number 1295061
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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