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

F. Gamboa, A. Rouault and M. Zani

Statistics & Probability Letters, 1999, vol. 43, issue 3, 299-308

Abstract: A functional large deviations principle is proved for quadratic forms of centered stationary Gaussian processes indexed by discrete or continuous time.

Keywords: Large; deviations; Quadratic; forms; Gaussian; processes; Toeplitz; matrices; Wiener-Hopf; operators (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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