Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11464-011-0118-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2059259966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for quadratic forms of stationary Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration of measure on product spaces with applications to Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential integrability and transportation cost related to logarithmic Sobolev inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for quadratic functionals of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ergodicity of \(TAR(1)\) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3134548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moderate deviations of empirical periodogram and non-linear functionals of moving average processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4938929 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity and invertibility of threshold moving-average models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: A threshold AR(1) model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The method of stochastic exponentials for large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Logarithmic Sobolev inequalities and the growth of 𝐿^{𝑝} norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold models in non-linear time series analysis / rank
 
Normal rank

Latest revision as of 09:09, 6 July 2024

scientific article
Language Label Description Also known as
English
Deviation inequalities and moderate deviations for estimators of parameters in TAR models
scientific article

    Statements

    Deviation inequalities and moderate deviations for estimators of parameters in TAR models (English)
    0 references
    0 references
    0 references
    10 April 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    threshold autoregressive model
    0 references
    least square estimator
    0 references
    moderate deviations
    0 references
    logarithmic Sobolev inequality
    0 references
    0 references