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Abstract <p>In this paper, we establish moderate deviations limit theorems for Toeplitz and tapered Toeplitz type quadratic functionals in continuous time Gaussian stationary processes. The results are applied to nonparametric estimation of spectral functionals.</p>

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On Moderate Deviations for Quadratic Functionals in Continuous Time Gaussian Stationary Processes

  • 期刊论文

  • 发表日期：

    2025年2月1日

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  • Mamikon S. Ginovyan,
  • Artur A. Sahakyan

摘要

Abstract

In this paper, we establish moderate deviations limit theorems for Toeplitz and tapered Toeplitz type quadratic functionals in continuous time Gaussian stationary processes. The results are applied to nonparametric estimation of spectral functionals.