{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,4,1]],"date-time":"2025-04-01T14:32:47Z","timestamp":1743517967793,"version":"3.40.3"},"reference-count":11,"publisher":"Scientific and Business World","license":[{"start":{"date-parts":[[2012,7,5]],"date-time":"2012-07-05T00:00:00Z","timestamp":1341446400000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Advances in Decision Sciences"],"published-print":{"date-parts":[[2012,7,5]]},"abstract":"<jats:p>This paper discusses the large-deviation principle of discriminant statistics for Gaussian locally stationary processes. First, large-deviation theorems for quadratic forms and the log-likelihood ratio for a Gaussian locally stationary process with a mean function are proved. Their asymptotics are described by the large deviation rate functions. Second, we consider the situations where processes are misspecified to be stationary. In these misspecified cases, we formally make the log-likelihood ratio discriminant statistics and derive the large deviation theorems of them. Since they are complicated, they are evaluated and illustrated by numerical examples. We realize the misspecification of the process to be stationary seriously affecting our discrimination.<\/jats:p>","DOI":"10.1155\/2012\/572919","type":"journal-article","created":{"date-parts":[[2012,7,5]],"date-time":"2012-07-05T06:16:45Z","timestamp":1341469005000},"page":"1-15","source":"Crossref","is-referenced-by-count":0,"title":["Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes"],"prefix":"10.47654","volume":"2012","author":[{"given":"Junichi","family":"Hirukawa","sequence":"first","affiliation":[{"name":"Faculty of scince, Niigata University, 8050 Ikarashi 2-no-cho, Nishi-ku, Niigata 950-2181, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"52777","reference":[{"year":"1990","key":"2"},{"doi-asserted-by":"publisher","key":"11","DOI":"10.1111\/1467-842X.00003"},{"doi-asserted-by":"publisher","key":"4","DOI":"10.1080\/10485259608832670"},{"doi-asserted-by":"publisher","key":"5","DOI":"10.1016\/0304-4149(95)00090-9"},{"doi-asserted-by":"publisher","key":"3","DOI":"10.1198\/016214505000000899"},{"doi-asserted-by":"publisher","key":"10","DOI":"10.1016\/j.jmva.2003.08.002"},{"issue":"2","key":"8","first-page":"357","volume":"60","year":"2004","journal-title":"Scientiae Mathematicae Japonicae"},{"issue":"1","key":"7","doi-asserted-by":"crossref","first-page":"24","DOI":"10.1137\/1122003","volume":"22","year":"1977","journal-title":"Theory of Probability and its Applications"},{"doi-asserted-by":"publisher","key":"6","DOI":"10.1214\/aop\/1176993370"},{"year":"1984","key":"1"},{"year":"1992","key":"9"}],"container-title":["Advances in Decision Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/archive\/2012\/572919.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/2012\/572919.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/2012\/572919.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,9,28]],"date-time":"2020-09-28T16:09:49Z","timestamp":1601309389000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/archive\/2012\/572919\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,7,5]]},"references-count":11,"alternative-id":["572919","572919"],"URL":"https:\/\/doi.org\/10.1155\/2012\/572919","relation":{},"ISSN":["2090-3359","2090-3367"],"issn-type":[{"type":"print","value":"2090-3359"},{"type":"electronic","value":"2090-3367"}],"subject":[],"published":{"date-parts":[[2012,7,5]]}}}