On large deviations of empirical measures for stationary Gaussian processes
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Publication:1899253
DOI10.1016/0304-4149(95)00003-PzbMath0833.60027MaRDI QIDQ1899253
Publication date: 14 November 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
- The large deviation principle for hypermixing processes
- Large deviations for stationary Gaussian processes
- Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
- Critical large deviations for Gaussian fields in the phase transition regime. I
- Large deviation rate calculations for nonlinear detectors in Gaussian noise
- On tests for normality
- An introduction to the theory of large deviations
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