Pages that link to "Item:Q1292786"

The following pages link to A functional large deviations principle for quadratic forms of Gaussian stationary processes (Q1292786):

Displaying 9 items.

• Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• Canonical moments and random spectral measures (Q616259) (← links)
• Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
• Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime (Q2054286) (← links)
• Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
• Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
• Asymptotic properties of the algebraic moment range process (Q2460683) (← links)