Sharp large deviations for gaussian quadratic forms with applications

Bernard Bercu; Fabrice Gamboa; Marc Lavielle

ESAIM: Probability and Statistics (2000)

  • Volume: 4, page 1-24
  • ISSN: 1292-8100

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Bercu, Bernard, Gamboa, Fabrice, and Lavielle, Marc. "Sharp large deviations for gaussian quadratic forms with applications." ESAIM: Probability and Statistics 4 (2000): 1-24. <http://eudml.org/doc/104262>.

@article{Bercu2000,
author = {Bercu, Bernard, Gamboa, Fabrice, Lavielle, Marc},
journal = {ESAIM: Probability and Statistics},
keywords = {Gaussian processes; Toeplitz matrices},
language = {eng},
pages = {1-24},
publisher = {EDP Sciences},
title = {Sharp large deviations for gaussian quadratic forms with applications},
url = {http://eudml.org/doc/104262},
volume = {4},
year = {2000},
}

TY - JOUR
AU - Bercu, Bernard
AU - Gamboa, Fabrice
AU - Lavielle, Marc
TI - Sharp large deviations for gaussian quadratic forms with applications
JO - ESAIM: Probability and Statistics
PY - 2000
PB - EDP Sciences
VL - 4
SP - 1
EP - 24
LA - eng
KW - Gaussian processes; Toeplitz matrices
UR - http://eudml.org/doc/104262
ER -

References

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