• Title of article

    Large Deviations for Quadratic Forms of Locally Stationary Processes

  • Author/Authors

    Zani، نويسنده , , Marguerite، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2002
  • Pages
    24
  • From page
    205
  • To page
    228
  • Abstract
    We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus.
  • Keywords
    locally stationary , Large deviations , Gaussian processes , empirical periodogram
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2002
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557779

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557779