Large deviations for quadratic forms of locally stationary processes

Journal of Multivariate Analysis

Volumn 81, Issue 2, 2002, Pages 205-228

  Zani, Marguerite ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Empirical periodogram; Gaussian processes; Large deviations; Locally stationary

Indexed keywords

EID: 0036271917     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2003     Document Type: Article

References (21)

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