Large deviations for quadratic forms of Gaussian locally stationary processes;Grandes déviations pour des formes quadratiques de processus gaussiens localement stationnaires

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 326, Issue 4, 1998, Pages 489-494

  Zani, Marguerite ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009436216     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0764-4442(97)89797-2     Document Type: Article

References (10)

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2. Bryc W., Dembo A., Large deviations for quadratic functionals of gaussian processes, J. Theor. Prob. 10 (1993) 307-332.
3. Dahlhaus R., Asymptotic statistical inference for nonstationary processes with evolutionary spectra, Athens Conf. on Applied Prob. and Time Series Analysis, Robinson P.M., Rosenblatt M. (Eds.), Vol. 2, Springer, New York, 1996.
4. Dahlhaus R., On the Kullback - Leibler information divergence of locally stationary processes, Stoch. Proc, Appl. 62 (1996) 139-168.
5. Dahlhaus R., Local likelihood methods for nonstationary processes with evolutionary spectra, 1997 (in preparation).
6. Dembo A., Zeitouni O., Large deviations techniques and applications Jones and Barblett Pub., Boston, 1993.
7. Grenander V., Szcgö G., Tæplitz forms and their applications University of California Press, 1958.
8. Neumann M., Von Sachs R., Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra, Ann. Statist. 25 (1997) 38-76.
9. Rockafellar R.T., Convex analysis Princeton University press, 1970.
10. Zani M., Large Deviations for quadratic forms of Gaussian locally stationary processes, preprint Orsay, 1998.