Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
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Publication:2507599
DOI10.1016/J.ANIHPB.2005.04.006zbMATH Open1100.60010OpenAlexW2038518082MaRDI QIDQ2507599FDOQ2507599
Authors: Hacène Djellout, Arnaud Guillin, Liming Wu 
Publication date: 5 October 2006
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_4_393_0
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Cited In (25)
- Asymptotic normality of autoregressive processes
- Delta method in large deviations and moderate deviations for estimators
- Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
- Régularisation spectrale et propriétés métriques des moyennes mobiles (Spectral regularization and metric properties of moving averages)
- Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
- Asymptotic distribution with random indices for linear processes
- Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
- Large deviation principles for moving average processes of real stationary sequences
- Moderate deviation principle for \(m\)-dependent random variables
- Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
- Moderate deviations in a class of stable but nearly unstable processes
- Moderate deviations for non-linear functionals and empirical spectral density of moving average processes
- Deviation properties for linear self-attracting diffusion process and applications
- Central limit theorems for moving average processes
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process
- Almost sure central limit theorems for m-dependent random variables
- Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Moderate deviations for stationary sequences of bounded random variables
- Covariance matrix estimation for stationary time series
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models
- Exact moderate and large deviations for linear random fields
- Moderate deviation principle for autoregressive processes
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