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

H. Djellout; A. Guillin; L. Wu

Displaying similar documents to “Moderate deviations of empirical periodogram and non-linear functionals of moving average processes”

Statistical choice of non-separated one-parameter models.

José Tiago de Oliveira (1985)

Trabajos de Estadística e Investigación Operativa

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The purpose of this paper is to study the asymptotic choice between two models {F(x|α), α ∈ A ⊆ R} and {G(x|β), β ∈ B ⊆ R}, A and B being intervals but such that for (α, β}, and only for this pair, we have F(x|α) = G(x|β).

On the estimation of Cesàro means of orthonormal series

J. Meder (1958)

Annales Polonici Mathematici

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Large deviation estimate of transition densities for jump processes

Yasushi Ishikawa (1997)

Annales de l'I.H.P. Probabilités et statistiques

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Asymptotic behaviour of the quadratic measure of deviation of multivariate density estimates

José Rafael Leon R. (1983)

Annales de l'I.H.P. Probabilités et statistiques

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An application of Kloosterman sums

Imre Z. Ruzsa, Andrzej Schinzel (1995)

Compositio Mathematica

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«Approximate approximations» and the cubature of potentials

Gunther Schmidt (1995)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

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The paper discusses new cubature formulas for classical integral operators of mathematical physics based on the «approximate approximation» of the density with Gaussian and related functions. We derive formulas for the cubature of harmonic, elastic and diffraction potentials approximating with high order in some range relevant for numerical computations. We prove error estimates and provide numerical results for the Newton potential.