Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach

Author(s):  
Julia Kuhn ◽  
Wendy Ellens ◽  
Michel Mandjes
1985 ◽  
Vol 97 (1-2) ◽  
pp. 187-210 ◽  
Author(s):  
M. D. Donsker ◽  
S. R. S. Varadhan

2018 ◽  
Vol 143 ◽  
pp. 47-55 ◽  
Author(s):  
J. Gajda ◽  
A. Wyłomańska ◽  
H. Kantz ◽  
A.V. Chechkin ◽  
G. Sikora

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