Large Deviations for Quadratic Forms of Locally Stationary Processes

Marguerite Zani

Journal of Multivariate Analysis, 2002, vol. 81, issue 2, 205-228

Abstract: We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus.

Keywords: locally; stationary; large; deviations; Gaussian; processes; empirical; periodogram (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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