Bernstein inequality for the parameter of the pth order autoregressive process AR(p) (Q3419232)
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scientific article; zbMATH DE number 5122504
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| English | Bernstein inequality for the parameter of the pth order autoregressive process AR(p) |
scientific article; zbMATH DE number 5122504 |
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Bernstein inequality for the parameter of the pth order autoregressive process AR(p) (English)
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6 February 2007
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autoregressive process
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exponential inequalities
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linear process
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limiting distribution
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0.8965101838111877
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0.8044872283935547
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