Large deviation results on some estimators for stationary Gaussian processes
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Publication:5400836
DOI10.1080/02331880903023803zbMath1282.60034OpenAlexW2024306247MaRDI QIDQ5400836
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880903023803
large deviationsstationary Gaussian processspectral densitycompound renewal processshort-range and long-range dependencelevel crossing probability
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Point estimation (62F10) Bayesian inference (62F15) Stationary stochastic processes (60G10) Large deviations (60F10)
Related Items (3)
Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Extension of some large deviation results for posterior distributions ⋮ Large deviations for fractional Poisson processes
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