Moderate deviations for quadratic forms in Gaussian stationary processes
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Cites work
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- A central limit theorem for stationary processes and the parameter estimation of linear processes
- An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic theory of statistical inference for time series
- Bahadur exact slopes of some tests for spectral densities
- Bernstein polynomial estimation of a spectral density
- Cumulants of estimates of the spectrum of a stationary time series
- EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
- Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
- Exponential inequalities for estimates of the spectrum of a stationary Gaussian time series
- Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
- Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes
- Intermediate efficiency, theory and examples
- Large Deviations Limit Theorems for the Kernel Density Estimator
- Large deviations
- Large deviations for estimates of spectrum of stationary series
- Large deviations for quadratic forms of locally stationary processes
- Large deviations for quadratic forms of stationary Gaussian processes
- Large deviations for quadratic functionals of Gaussian processes
- Large deviations for the spectral estimate of a stationary Gaussian sequence
- Moderate deviations and large deviations for kernel density estimators
- Moderate deviations of some dependent variables. II: Some kernel estimators
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- On the Distribution of Some Statistical Estimates of Spectral Density
- Rates of Convergence of Estimates and Test Statistics
- SPECTRAL ANALYSIS WITH TAPERED DATA
- Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
- Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
- The Maximum Deviation of Sample Spectral Densities
- Upper bounds for large deviations of dependent random vectors
Cited in
(8)- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
- Nonparametric signal detection with small type I and type II error probabilities
- Large deviations for quadratic forms of locally stationary processes
- Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
- Covariance matrix estimation for stationary time series
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