A moderate deviation principle for infinite-dimensional autoregressive processes

MaRDI QIDQ3054673zbMATH OpenFDO

Authors Si Shen, Yu Miao

Publication date 5 November 2010

zbMATH Keywords

autoregressive processesmoderate deviation

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10) Linear regression; mixed models (62J05)

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• Moderate deviation principle for autoregressive processes

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