Note on functional large deviation principle for fractional ARIMA processes (Q1281921): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:47, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Note on functional large deviation principle for fractional ARIMA processes |
scientific article |
Statements
Note on functional large deviation principle for fractional ARIMA processes (English)
0 references
1998
0 references
large deviations
0 references
ARIMA processes
0 references
sequential empirical measure
0 references
fractional calculus
0 references