Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

Sharp Large Deviations for the Ornstein--Uhlenbeck Process

B. Bercu and A. Rouault
Theory of Probability & Its Applications 46 (1) 1 (2002)
DOI: 10.1137/S0040585X97978737
See this article

Large deviations for squared radial Ornstein–Uhlenbeck processes

Marguerite Zani
Stochastic Processes and their Applications 102 (1) 25 (2002)
DOI: 10.1016/S0304-4149(02)00156-4
See this article

Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge

Shoujiang Zhao and Ting Chen
Communications in Statistics - Theory and Methods 46 (15) 7313 (2017)
DOI: 10.1080/03610926.2016.1148734
See this article

Error exponents for AR order testing

S. Boucheron and E. Gassiat
IEEE Transactions on Information Theory 52 (2) 472 (2006)
DOI: 10.1109/TIT.2005.862078
See this article

Strong large deviations for arbitrary sequences of random variables

Cyrille Joutard
Annals of the Institute of Statistical Mathematics 65 (1) 49 (2013)
DOI: 10.1007/s10463-012-0361-1
See this article

Sharp large deviations for a class of normalized L-statistics and applications

Hui Jiang, Jin Shao and Qingshan Yang
Statistical Papers 62 (2) 721 (2021)
DOI: 10.1007/s00362-019-01109-8
See this article

Sharp large deviations for the log-likelihood ratio of an -Brownian bridge

Shoujiang Zhao and Yanping Zhou
Statistics & Probability Letters 83 (12) 2750 (2013)
DOI: 10.1016/j.spl.2013.06.003
See this article

Nonparametric signal detection with small type I and type II error probabilities

Mikhail Ermakov
Statistical Inference for Stochastic Processes 14 (1) 1 (2011)
DOI: 10.1007/s11203-010-9048-5
See this article

Two Examples of Non Strictly Convex Large Deviations

Stefano De Marco, Antoine Jacquier and Patrick Roome
SSRN Electronic Journal (2014)
DOI: 10.2139/ssrn.2531003
See this article

Large deviations for weighted empirical mean with outliers

M. Maïda, J. Najim and S. Péché
Stochastic Processes and their Applications 117 (10) 1373 (2007)
DOI: 10.1016/
See this article

A strong large deviation theorem

C. Joutard
Mathematical Methods of Statistics 22 (2) 155 (2013)
DOI: 10.3103/S1066530713020051
See this article

Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

Cyrille Joutard
Statistics & Probability Letters 90 100 (2014)
DOI: 10.1016/j.spl.2014.03.018
See this article

Multidimensional strong large deviation results

Cyrille Joutard
Metrika 80 (6-8) 663 (2017)
DOI: 10.1007/s00184-017-0621-4
See this article

Front Propagation in Heterogeneous Media

Jack Xin
SIAM Review 42 (2) 161 (2000)
DOI: 10.1137/S0036144599364296
See this article

Two examples of non strictly convex large deviations

Stefano De Marco, Antoine Jacquier and Patrick Roome
Electronic Communications in Probability 21 (none) (2016)
DOI: 10.1214/16-ECP4088
See this article

Tools for the eigenvalue distribution in a non-Hermitian setting

Stefano Serra-Capizzano and Debora Sesana
Linear Algebra and its Applications 430 (1) 423 (2009)
DOI: 10.1016/j.laa.2008.08.006
See this article

Large and moderate deviations upper bounds for the Gaussian autoregressive process

Julien Worms
Statistics & Probability Letters 51 (3) 235 (2001)
DOI: 10.1016/S0167-7152(00)00134-6
See this article

Sharp large deviations in nonparametric estimation

Cyrille Joutard
Journal of Nonparametric Statistics 18 (3) 293 (2006)
DOI: 10.1080/10485250600819233
See this article

Entropic Fluctuations in Gaussian Dynamical Systems

V. Jakšić, C.-A. Pillet and A. Shirikyan
Reports on Mathematical Physics 77 (3) 335 (2016)
DOI: 10.1016/S0034-4877(16)30034-9
See this article

Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case

Philippe Rambour
Bulletin des Sciences Mathématiques 137 (8) 1072 (2013)
DOI: 10.1016/j.bulsci.2013.04.007
See this article

Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process

Bernard Bercu, Laure Coutin and Nicolas Savy
Stochastic Processes and their Applications 122 (10) 3393 (2012)
DOI: 10.1016/
See this article

Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems

Francesca Albertini and Paolo Dai Pra
SIAM Journal on Control and Optimization 37 (1) 1 (1998)
DOI: 10.1137/S0363012996307801
See this article

Nonlinear Pyramid Transforms Based on Median-Interpolation

David L. Donoho and Thomas P. Y. Yu
SIAM Journal on Mathematical Analysis 31 (5) 1030 (2000)
DOI: 10.1137/S0036141097330294
See this article

Sharp Large Deviation for the Energy of -Brownian Bridge

Shoujiang Zhao, Qiaojing Liu, Fuxiang Liu and Hong Yin
International Journal of Stochastic Analysis 2013 1 (2013)
DOI: 10.1155/2013/952628
See this article

Dependence in Probability and Statistics

Florin Avram and Murad S. Taqqu
Lecture Notes in Statistics, Dependence in Probability and Statistics 187 259 (2006)
DOI: 10.1007/0-387-36062-X_12
See this article

A Cramér Type Theorem for Weighted Random Variables

Jamal Najim
Electronic Journal of Probability 7 (none) (2002)
DOI: 10.1214/EJP.v7-103
See this article

Large-maturity regimes of the Heston forward smile

Antoine Jacquier and Patrick Roome
Stochastic Processes and their Applications 126 (4) 1087 (2016)
DOI: 10.1016/
See this article

Covariance matrix estimation for stationary time series

Han Xiao and Wei Biao Wu
The Annals of Statistics 40 (1) (2012)
DOI: 10.1214/11-AOS967
See this article

Predictive, finite-sample model choice for time series under stationarity and non-stationarity

Tobias Kley, Philip Preuß and Piotr Fryzlewicz
Electronic Journal of Statistics 13 (2) (2019)
DOI: 10.1214/19-EJS1606
See this article