AbstractWe are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus
We study distributional properties of a quadratic form of a stationary functional time series under ...
AbstractSuppose that Xt = ∑∞j=0cjZt−j is a stationary linear sequence with regularly varying cj's an...
The study of locally stationary processes contains theory and methods about a class of processes tha...
AbstractWe are interested in large deviations for consistent statistics which are quadratic forms of...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
Abstract. Under regularity assumptions, we establish a sharp large deviation principle for Hermitian...
AbstractWe are interested in the functional convergence in distribution of the process of quadratic ...
This paper discusses the large-deviation principle of discriminant statistics for Gaussian locally s...
International audienceIn this paper, we obtain a large deviation principle for quadratic forms of Ga...
International audienceWe prove a Large Deviation Principle for a stationary Gaussian process over R ...
Abstract. In this note, we obtain a large deviation principle for quadratic forms of Gaussian statio...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
Under regularity assumptions, we establish a sharp large deviation principle for Hermitian quadratic...
A class of processes with a time varying spectral representationis introduced. A time varying spectr...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
We study distributional properties of a quadratic form of a stationary functional time series under ...
AbstractSuppose that Xt = ∑∞j=0cjZt−j is a stationary linear sequence with regularly varying cj's an...
The study of locally stationary processes contains theory and methods about a class of processes tha...
AbstractWe are interested in large deviations for consistent statistics which are quadratic forms of...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
Abstract. Under regularity assumptions, we establish a sharp large deviation principle for Hermitian...
AbstractWe are interested in the functional convergence in distribution of the process of quadratic ...
This paper discusses the large-deviation principle of discriminant statistics for Gaussian locally s...
International audienceIn this paper, we obtain a large deviation principle for quadratic forms of Ga...
International audienceWe prove a Large Deviation Principle for a stationary Gaussian process over R ...
Abstract. In this note, we obtain a large deviation principle for quadratic forms of Gaussian statio...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
Under regularity assumptions, we establish a sharp large deviation principle for Hermitian quadratic...
A class of processes with a time varying spectral representationis introduced. A time varying spectr...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
We study distributional properties of a quadratic form of a stationary functional time series under ...
AbstractSuppose that Xt = ∑∞j=0cjZt−j is a stationary linear sequence with regularly varying cj's an...
The study of locally stationary processes contains theory and methods about a class of processes tha...