scientific article; zbMATH DE number 1278027

MaRDI QIDQ4239176zbMATH OpenFDO

Authors Shunsuke Ihara

Publication date 29 April 1999

zbMATH Keywords

maximum entropyperiodogramstationarylarge deviation theoremGuassian

Mathematics Subject Classification ID

Large deviations (60F10) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Recommendations

• scientific article; zbMATH DE number 4215064
• CLT and other limit theorems for functionals of Gaussian processes
• scientific article; zbMATH DE number 4102348
• scientific article; zbMATH DE number 3864195
• Grandes déviations pour des formes quadratiques de processus gaussiens localement stationnaires
• scientific article; zbMATH DE number 23224
• scientific article; zbMATH DE number 4109732
• Asymptotic properties of spectrum estimate of stationary Gaussian processes
• On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
• Central limit theorem for Fourier transform and periodogram of random fields

Cited in

(8)

• Moving average processes and maximum entropy
• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
• Large deviations for stationary Gaussian processes
• scientific article; zbMATH DE number 847812 (Why is no real title available?)
• scientific article; zbMATH DE number 5713895 (Why is no real title available?)
• scientific article; zbMATH DE number 4056686 (Why is no real title available?)
• A generalization of Pisier homogeneous Banach algebra
• Large deviation results on some estimators for stationary Gaussian processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4239176)