Large deviations for quadratic forms of stationary Gaussian processes
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- scientific article; zbMATH DE number 878618
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- Large deviations for quadratic functionals of Gaussian processes
- Large deviations for stationary Gaussian processes
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- On the large deviation principle for a quadratic functional of the autoregressive process
- Optimal importance sampling for some quadratic forms of ARMA processes
- Saddlepoint approximations
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(52)- A functional large deviations principle for quadratic forms of Gaussian stationary processes
- Large deviations for quadratic functionals of Gaussian processes
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
- Large deviations of the extreme eigenvalues of random deformations of matrices
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Moderate deviations in a class of stable but nearly unstable processes
- New insights on concentration inequalities for self-normalized martingales
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Large deviations for weighted empirical mean with outliers
- Estimation of the realized (co-)volatility vector: large deviations approach
- Large deviations for estimators of the parameters of a neuronal response latency model
- An exponential inequality for autoregressive processes in adaptive tracking
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process
- On large deviations formulas for quadratic functions of Gaussian random variables
- Large deviations for Gaussian stationary processes and semi-classical analysis
- Entropic fluctuations in Gaussian dynamical systems
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process
- Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case
- Grandes déviations pour des formes quadratiques de processus gaussiens localement stationnaires
- Covariance matrix estimation for stationary time series
- Nonparametric signal detection with small type I and type II error probabilities
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes
- The asymptotics of string matching probabilities for Gaussian random sequences
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
- Estimation of marginal and spectral modes
- scientific article; zbMATH DE number 1895646 (Why is no real title available?)
- The trace problem for Toeplitz matrices and operators and its impact in probability
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- Sharp large deviations for Gaussian quadratic forms with applications
- Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
- Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
- Bahadur exact slopes of some tests for spectral densities
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
- Large and moderate deviations upper bounds for the Gaussian autoregressive process
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
- Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root
- Large deviations for the Yule-Walker estimator of near critical autoregressive processes
- Cramér's moderate deviations for martingales with applications
- Large deviations of realized volatility
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Berry-Esseen bound and Cramér-type moderate deviation of the MLE for Ornstein-Uhlenbeck process with discrete observations
- Asymptotic properties of the estimators in mildly stable unit root process
- Large deviations for quadratic forms of locally stationary processes
- On moderate deviations for quadratic functionals in continuous time Gaussian stationary processes
- A note on approximations of traces of products of truncated Toeplitz matrices
- Moderate deviation principle for autoregressive processes
- Exponential inequalities for self-normalized martingales with applications
- Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
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