Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979)
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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 |
Statements
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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0.92903554
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0.9273098
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0.9190456
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0.91705763
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0.9129462
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0.9125746
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