Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953)
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scientific article; zbMATH DE number 7768490
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| English | Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations |
scientific article; zbMATH DE number 7768490 |
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Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (English)
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21 November 2023
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autoregressive processes
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empirical autocovariance
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large deviations
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moving average processes
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sample moments
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Toeplitz matrices
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Yule-Walker estimator
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