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Large Deviations for Quadratic Forms of Locally Stationary Processes

✍ Scribed by Marguerite Zani

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 178 KB
Volume: 81
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2003

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✦ Synopsis

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

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Large deviations for discontinuous addit

Large deviations for discontinuous additive functionals of symmetric stable processes

✍ Masayoshi Takeda; Kaneharu Tsuchida 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 227 KB

## Abstract Let __X~t~__ be a symmetric stable process on __d__‐dimensional Euclidean space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}${\mathbb {R}}^d$\end{document}. Let __F__(__x__, __y__) be a symmetric positive bounded function on \documentclass{article}\usepac