Note on functional large deviation principle for fractional ARIMA processes
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Publication:1281921
DOI10.1023/A:1009984824156zbMath0916.60026MaRDI QIDQ1281921
Philippe Barbe, Michel Broniatowski
Publication date: 1998
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009984824156
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F10: Large deviations
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