Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/sjos.12104 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1574119158 / rank | |||
Normal rank | |||
Revision as of 23:52, 19 March 2024
scientific article; zbMATH DE number 6412975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root |
scientific article; zbMATH DE number 6412975 |
Statements
Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (English)
0 references
9 March 2015
0 references
autoregressive model
0 references
empirical covariance
0 references
moderate deviation principles
0 references
unit root
0 references
