Large deviations for quadratic forms of locally stationary processes

  • Authors:

  • Marguerite Zani

  • Affiliations:

  • Université Paris Sud, Orsay Cedex, France

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2002

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Abstract

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