Moderate deviations for the mildly stationary autoregressive model with dependent errors (Q6192198): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process
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+Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process
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+On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
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+Moderate deviations for stable Markov chains and regression models
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+Moderate deviation principle for autoregressive processes
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+Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
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+Moderate deviations in a class of stable but nearly unstable processes
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+Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
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+Moderate deviations for \(m\)-dependent random variables with Banach space values
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+Moderate Deviations for I.I.D. Random Variables
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+Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
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+Moderate deviations for martingale differences and applications to φ -mixing sequences
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