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Recurrence formula for expectations of products of quadratic forms

✍ Scribed by G.A. Ghazal


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
349 KB
Volume
27
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


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.