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Discriminant analysis for locally stationary processes

✍ Scribed by Kenji Sakiyama; Masanobu Taniguchi


Book ID
108185397
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
346 KB
Volume
90
Category
Article
ISSN
0047-259X

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Large Deviations for Quadratic Forms of
✍ Marguerite Zani πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 178 KB

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