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
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
Journal title :
Journal of Multivariate Analysis