Establishes large deviation principles for iterated sums and integrals of centered bounded stationary processes whose base sums or integrals satisfy trajectorial LDPs.
Kifer, Limit theorems for signatures , arXiv: 2306.13376
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Large Deviations for Iterated Sums and Integrals
Establishes large deviation principles for iterated sums and integrals of centered bounded stationary processes whose base sums or integrals satisfy trajectorial LDPs.