The asymptotic behaviors for least square estimation of multi-casting autoregressive processes

DOI10.1016/j.jmva.2014.04.014zbMath1291.62167OpenAlexW2089760526MaRDI QIDQ2015059

Mingzhi Mao

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.014

zbMATH Keywords

moderate deviationautoregressive process\(m\)-dependentGärtner-Ellis theorem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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