Note on functional large deviation principle for fractional ARIMA processes (Q1281921): Difference between revisions

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Latest revision as of 10:58, 30 July 2024

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Note on functional large deviation principle for fractional ARIMA processes
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    Note on functional large deviation principle for fractional ARIMA processes (English)
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    1998
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    large deviations
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    ARIMA processes
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    sequential empirical measure
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    fractional calculus
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