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Large deviations of time-averaged statistics for Gaussian processes

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Kantz,  Holger
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Gajda, J., Wylomanska, A., Kantz, H., Chechkin, A. V., & Sikora, G. (2018). Large deviations of time-averaged statistics for Gaussian processes. Statistics and Probability Letters, 143, 47-55. doi:10.1016/j.spl.2018.07.013.


Cite as: https://hdl.handle.net/21.11116/0000-0002-76D6-8
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