On large deviations of empirical measures for stationary Gaussian processes
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Cited in
(21)- Large deviations of time-averaged statistics for Gaussian processes
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
- Large deviations for Gaussian stationary processes and semi-classical analysis
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
- A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process
- scientific article; zbMATH DE number 4074075 (Why is no real title available?)
- Large deviations for stationary Gaussian processes
- [Russian Text Ignored]
- Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
- Spectral potential, Kullback action, and large deviation principle for finitely-additive measures
- Persistence of Gaussian processes: non-summable correlations
- Long gaps between sign-changes of Gaussian stationary processes
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
- scientific article; zbMATH DE number 1958578 (Why is no real title available?)
- Large deviations and Wschebor's theorems
- Large deviation theorems for Gaussian processes and their applications in information theory
- Spectral potential, Kullback action, and large deviations of empirical measures on measurable spaces
- Sample path large deviations for squares of stationary Gaussian processes
- Variance of partial sums of stationary sequences
- The principle of large deviations for almost everywhere central limit theorem
- Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
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