Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
H. Djellout, A. Guillin, L. Wu (2006)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the asymptotic behaviour of stationary gaussian processes”
Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
On the continuity property of Gaussian random fields
Hisao Watanabe (1973)
Studia Mathematica
Similarity:
Elliptic gaussian random processes.
Albert Benassi, Stéphane Jaffard, Daniel Roux (1997)
Revista Matemática Iberoamericana
Similarity:
We study the Gaussian random fields indexed by R whose covariance is defined in all generality as the parametrix of an elliptic pseudo-differential operator with minimal regularity assumption on the symbol. We construct new wavelet bases adapted to these operators; the decomposition of the field in this corresponding basis yields its iterated logarithm law and its uniform modulus of continuity. We also characterize the local scalings of the fields in terms of the properties of the principal...
Invariance principles for absolutely regular empirical processes
P. Doukhan, P. Massart, E. Rio (1995)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
An asymptotic bound for the tail of the distribution of the maximum of a gaussian process
Simeon M. Berman (1985)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Universality in Sherrington–Kirkpatrick's spin glass model
Philippe Carmona, Yueyun Hu (2006)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: