Moderate deviations of empirical periodogram and non-linear functionals of moving average processes

H. Djellout; A. Guillin; L. Wu

Annales de l'I.H.P. Probabilités et statistiques (2006)

  • Volume: 42, Issue: 4, page 393-416
  • ISSN: 0246-0203

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Djellout, H., Guillin, A., and Wu, L.. "Moderate deviations of empirical periodogram and non-linear functionals of moving average processes." Annales de l'I.H.P. Probabilités et statistiques 42.4 (2006): 393-416. <http://eudml.org/doc/77901>.

@article{Djellout2006,
author = {Djellout, H., Guillin, A., Wu, L.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {logarithmic Sobolev inequalities; Toeplitz matrices},
language = {eng},
number = {4},
pages = {393-416},
publisher = {Elsevier},
title = {Moderate deviations of empirical periodogram and non-linear functionals of moving average processes},
url = {http://eudml.org/doc/77901},
volume = {42},
year = {2006},
}

TY - JOUR
AU - Djellout, H.
AU - Guillin, A.
AU - Wu, L.
TI - Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 4
SP - 393
EP - 416
LA - eng
KW - logarithmic Sobolev inequalities; Toeplitz matrices
UR - http://eudml.org/doc/77901
ER -

References

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