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

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