Large deviations for quadratic forms of locally stationary processes

DOI10.1006/jmva.2001.2003zbMath1130.60307OpenAlexW2039522118MaRDI QIDQ697451

Marguerite Zani

Publication date: 17 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2003

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Applications of operator theory in probability theory and statistics (47N30)

Related Items

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes ⋮ Covariance matrix estimation for stationary time series ⋮ Bahadur exact slopes of some tests for spectral densities ⋮ On large deviations in testing simple hypotheses for locally stationary Gaussian processes

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