Moderate deviations for non-linear functionals and empirical spectral density of moving average processes

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dc.creatorDjellout, Hacene
dc.creatorGuillin, Arnaud
dc.creatorWu, Liming
dc.date2004-05-27
dc.date.accessioned2026-07-07T08:06:16Z
dc.date.available2026-07-07T08:06:16Z
dc.descriptionA moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random variables and the continuity, or weaker, of the spectral density of the moving average process. We also obtain the moderate deviations for the empirical spectral density, exhibiting an interesting new form of the rate function, i.e. with a correction term compared to the Gaussian rate functionnal.
dc.identifierhttps://arxiv.org/abs/math/0405521
dc.identifierhttp://arxiv.org/abs/math/0405521
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130550
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F10; 60G10; 60G15
dc.titleModerate deviations for non-linear functionals and empirical spectral density of moving average processes
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