Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960)
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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 |
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Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (English)
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9 March 2015
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autoregressive model
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empirical covariance
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moderate deviation principles
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unit root
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