LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS (Q4354752)
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scientific article; zbMATH DE number 1062044
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| English | LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS |
scientific article; zbMATH DE number 1062044 |
Statements
LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS (English)
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9 August 1998
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non-explosive Gaussian autoregressive process
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large deviation principle
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rate function
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0.8554965257644653
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0.8021037578582764
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0.7895919680595398
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0.7858803868293762
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