A functional large deviations principle for quadratic forms of Gaussian stationary processes
| Year of publication: |
1999
|
|---|---|
| Authors: | Gamboa, F. ; Rouault, A. ; Zani, M. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 3, p. 299-308
|
| Publisher: |
Elsevier |
| Keywords: | Large deviations Quadratic forms Gaussian processes Toeplitz matrices Wiener-Hopf operators |