Large deviations for quadratic forms of stationary Gaussian processes
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Publication:1965869
DOI10.1016/S0304-4149(97)00071-9zbMath0941.60050MaRDI QIDQ1965869
Alain Rouault, Fabrice Gamboa, Bernard Bercu
Publication date: 1 March 2000
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Gaussian processes (60G15) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Large deviations (60F10) Applications of operator theory in probability theory and statistics (47N30)
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