The effect of memory on functional large deviations of infinite moving average processes (Q1004405)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The effect of memory on functional large deviations of infinite moving average processes |
scientific article |
Statements
The effect of memory on functional large deviations of infinite moving average processes (English)
0 references
10 March 2009
0 references
large deviations
0 references
long range dependence
0 references
long memory
0 references
moving average
0 references
rate function
0 references
speed function
0 references
0 references