• 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
  • Pages
    26
  • From page
    992
  • To page
    1017
  • 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
  • Serial Year
    2007
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558682