  A 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.
