Large deviations for Bayesian estimators in first-order autoregressive processes (Q974525): Difference between revisions

@@ Property / author @@
-Claudio Macci
@@ Property / author: Claudio Macci / rank @@
-Normal rank
@@ Property / author @@
+Claudio Macci
@@ Property / author: Claudio Macci / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2010.02.023
+Normal rank
@@ Property / OpenAlex ID @@
+W1966016985
@@ Property / OpenAlex ID: W1966016985 / rank @@
+Normal rank
@@ Property / cites work @@
+BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
+Normal rank
@@ Property / cites work @@
+On ar(1) processes with exponential white noise
@@ Property / cites work: On ar(1) processes with exponential white noise / rank @@
+Normal rank
@@ Property / cites work @@
+Infrence for non-negative autoregressive schemes
@@ Property / cites work: Infrence for non-negative autoregressive schemes / rank @@
+Normal rank
@@ Property / cites work @@
+Speed of convergence of the least-squares estimator in autoregressive models
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+On the large deviation principle for a quadratic functional of the autoregressive process
+Normal rank
@@ Property / cites work @@
+UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Dams with autoregressive inputs
@@ Property / cites work: Dams with autoregressive inputs / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for first-order autoregressive processes with positive or bounded innovations
+Normal rank
@@ Property / cites work @@
+Q3134548
@@ Property / cites work: Q3134548 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the first-order autoregressive model with contaminated exponential white noise
+Normal rank
@@ Property / cites work @@
+First-order autoregressive gamma sequences and point processes
+Normal rank
@@ Property / cites work @@
+Q3940706
@@ Property / cites work: Q3940706 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory in the linear model
@@ Property / cites work: Ruin theory in the linear model / rank @@
+Normal rank
@@ Property / cites work @@
+A conjugate family for ar(1) processes with exponential errors
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of an AR(1) process with exponential white noise
+Normal rank
@@ Property / cites work @@
+On exponential rates of estimators of the parameter in the first-order autoregressive process
+Normal rank
@@ Property / cites work @@
+Large and moderate deviations for infinite-dimensional autoregressive processes.
+Normal rank
@@ Property / cites work @@
+LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for risk processes with dependent increments.
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE  MODEL WITH CONSTANT INTEREST RATE
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:974525