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

✍ Scribed by F. Gamboa; A. Rouault; M. Zani

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 113 KB
Volume: 43
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00270-3

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✦ Synopsis

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

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