Large-deviation results for discriminant statistics of Gaussian locally stationary processes
DOI10.1155/2012/572919zbMATH Open1360.60061DBLPjournals/jamds/Hirukawa12aOpenAlexW2115921595WikidataQ58697811 ScholiaQ58697811MaRDI QIDQ454458FDOQ454458
Authors: Junichi Hirukawa 
Publication date: 8 October 2012
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/572919
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- On large deviations theory and asymptotically efficient Monte Carlo estimation
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- On Large Deviations from the Invariant Measure
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
- Large deviations for a general class of random vectors
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