On moderate deviations for quadratic functionals in continuous time Gaussian stationary processes
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Cites work
- A functional large deviations principle for quadratic forms of Gaussian stationary processes
- Asymptotic theory of statistical inference for time series
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
- Large deviation theorems for Gaussian processes and their applications in information theory
- Large deviations for quadratic forms of stationary Gaussian processes
- Large deviations for quadratic functionals of Gaussian processes
- Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
- Moderate deviations for quadratic forms in Gaussian stationary processes
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- On Toeplitz type quadratic functionals of stationary Gaussian processes
- Statistical inference for stationary linear models with tapered data
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