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Large deviations for quadratic forms of locally stationary processes

Journal of Multivariate Analysis (2002) 81(2) 205-228
DOI: 10.1006/jmva.2001.2003
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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. © 2001 Elsevier Science (USA).

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APA

Zani, M. (2002). Large deviations for quadratic forms of locally stationary processes. Journal of Multivariate Analysis, 81(2), 205–228. https://doi.org/10.1006/jmva.2001.2003

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