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Large Deviations for Quadratic...
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Large Deviations for Quadratic Forms of Locally Stationary Processes
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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Year of publication:
2002
Authors:
Zani, Marguerite
Published in:
Journal of Multivariate Analysis
. - Elsevier, ISSN 0047-259X. - Vol. 81.2002, 2, p. 205-228
Publisher:
Elsevier
Keywords:
locally stationary large deviations Gaussian processes empirical periodogram
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Type of publication:
Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005160480
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