Title of article :
Moderate deviations for quadratic forms in Gaussian stationary processes
Author/Authors :
Kakizawa، نويسنده , , Yoshihide، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2007
Abstract :
Moderate deviations limit theorem is proved for quadratic forms in zero-mean Gaussian stationary processes. Two particular cases are the cumulative periodogram and the kernel spectral density estimator. We also derive the exponential decay of moderate deviation probabilities of goodness-of-fit tests for the spectral density and then discuss intermediate asymptotic efficiencies of tests.
Keywords :
Toeplitz matrix , Kernel spectral density estimator , Quadratic forms , Moderate deviations , Gaussian stationary process , Spectral density , Cumulative periodogram
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis