A functional large deviations principle for quadratic forms of Gaussian stationary processes

Statistics and Probability Letters

Volumn 43, Issue 3, 1999, Pages 299-308

  Gamboa, F ^a,b   Rouault, A ^c   Zani, M ^d  

^a UNIVERSITÉ DE PICARDIE JULES VERNE   (France)

^b ECOLE POLYTECHNIQUE   (France)

^c LABORATOIRE DES SCIENCES DU CLIMAT ET DE L ENVIRONNEMENT   (France)

^d UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

11E25; 47B35; 60F10; 60G15; Gaussian processes; Large deviations; Quadratic forms; Toeplitz matrices; Wiener Hopf operators

Indexed keywords

EID: 0042597523     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00270-3     Document Type: Article

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