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 :
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