Pages that link to "Item:Q5177960"

The following pages link to Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960):

Displayed 11 items.

• Moderate deviation principle for \(m\)-dependent random variables (Q1754536) ‎ (← links)
• Moderate deviations in a class of stable but nearly unstable processes (Q2306247) ‎ (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) ‎ (← links)
• Almost sure central limit theorems for m-dependent random variables (Q5019807) ‎ (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) ‎ (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) ‎ (← links)
• Asymptotic distribution with random indices for linear processes (Q5864498) ‎ (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) ‎ (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) ‎ (← links)
• Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) ‎ (← links)
• Moderate deviations for the mildly stationary autoregressive model with dependent errors (Q6192198) ‎ (← links)