Establishes large deviation principles for iterated sums and integrals of centered bounded stationary processes whose base sums or integrals satisfy trajectorial LDPs.
Kifer, Large deviations in dynamical systems and stochastic processes ,
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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.