Large-deviation results for discriminant statistics of Gaussian locally stationary processes
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Cites work
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 1032006 (Why is no real title available?)
- scientific article; zbMATH DE number 2139469 (Why is no real title available?)
- Discriminant analysis for locally stationary processes
- Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
- Large deviations for a general class of random vectors
- Maximum likelihood estimation and model selection for locally stationary processes∗
- On Large Deviations from the Invariant Measure
- On large deviations theory and asymptotically efficient Monte Carlo estimation
- On the Kullback-Leibler information divergence of locally stationary processes
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