Pages that link to "Item:Q1965869"
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The following pages link to Large deviations for quadratic forms of stationary Gaussian processes (Q1965869):
Displayed 39 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Entropic fluctuations in Gaussian dynamical systems (Q339010) (← links)
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
- Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case (Q386657) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Nonparametric signal detection with small type I and type II error probabilities (Q453775) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
- A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
- Moderate deviation principle for autoregressive processes (Q842914) (← links)
- Exponential inequalities for self-normalized martingales with applications (Q957522) (← links)
- Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095) (← links)
- A functional large deviations principle for quadratic forms of Gaussian stationary processes (Q1292786) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- Large deviations of the extreme eigenvalues of random deformations of matrices (Q1934364) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← links)
- Large deviations for the largest eigenvalue of the sum of two random matrices (Q2184572) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- New insights on concentration inequalities for self-normalized martingales (Q2332992) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- Large deviations for weighted empirical mean with outliers (Q2381966) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Large deviations for estimators of the parameters of a neuronal response latency model (Q2405922) (← links)
- An exponential inequality for autoregressive processes in adaptive tracking (Q2461350) (← links)
- Large deviations for squared radial Ornstein-Uhlenbeck processes. (Q2574517) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis (Q2908751) (← links)
- The asymptotics of string matching probabilities for Gaussian random sequences (Q4545218) (← links)
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040) (← links)
- Estimation of marginal and spectral modes (Q4796541) (← links)
- Sharp large deviations for Gaussian quadratic forms with applications (Q4941312) (← links)
- Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
- Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (Q5265844) (← links)
- Bahadur exact slopes of some tests for spectral densities (Q5712074) (← links)
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production (Q5886949) (← links)
- Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105) (← links)
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953) (← links)