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

被引：15

作者：

Gamboa, F

Rouault, A

Zani, M

机构：

[1] Univ Paris 11, Stat Lab, F-91405 Orsay, France

[2] Univ Picardie, Fac Math & Informat, F-80039 Amiens 01, France

[3] Ecole Polytech, CMAP, F-91128 Palaiseau, France

[4] Univ Versailles, Dept Math, F-78035 Versailles, France

来源：

STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 03期

关键词：

large deviations; quadratic forms; Gaussian processes; Toeplitz matrices; Wiener-Hopf operators;

D O I：

10.1016/S0167-7152(98)00270-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A functional large deviations principle is proved for quadratic forms of centered stationary Gaussian processes indexed by discrete or continuous time. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：299 / 308

页数：10

共 50 条

[1] Large deviations for quadratic forms of stationary Gaussian processes
Bercu, B
Gamboa, F
Rouault, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 71 (01) : 75 - 90
[2] Large deviations for quadratic forms of Gaussian stationary processes with applications
Bercu, B
Gamboa, F
Rouault, A
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 594 - 599
[3] Large deviations for quadratic forms of locally stationary processes
Zani, M
JOURNAL OF MULTIVARIATE ANALYSIS, 2002, 81 (02) : 205 - 228
[4] Moderate deviations for quadratic forms in Gaussian stationary processes
Kakizawa, Yoshihide
JOURNAL OF MULTIVARIATE ANALYSIS, 2007, 98 (05) : 992 - 1017
[5] Large deviations for quadratic functionals of Gaussian processes
Bryc, W
Dembo, A
JOURNAL OF THEORETICAL PROBABILITY, 1997, 10 (02) : 307 - 332
[6] Large Deviations for Quadratic Functionals of Gaussian Processes
Włodzimierz Bryc
Amir Dembo
Journal of Theoretical Probability, 1997, 10 : 307 - 332
[7] SAMPLE PATH LARGE DEVIATIONS FOR SQUARES OF STATIONARY GAUSSIAN PROCESSES
Zani, M.
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2013, 57 (02) : 347 - U223
[8] Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis
Bercu, Bernard
Bony, Jean-Francois
Bruneau, Vincent
SEMINAIRE DE PROBABILITES XLIV, 2012, 2046 : 409 - 428
[9] ON LARGE DEVIATIONS OF EMPIRICAL MEASURES FOR STATIONARY GAUSSIAN-PROCESSES
BRYC, W
DEMBO, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 58 (01) : 23 - 34
[10] On large deviations in testing simple hypotheses for locally stationary Gaussian processes
Inder Tecuapetla-Gómez
Michael Nussbaum
Statistical Inference for Stochastic Processes, 2012, 15 (3) : 225 - 239

← 1 2 3 4 5 →