Moderate deviation principle for autoregressive processes (Q842914)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5608039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moderate deviation principle for autoregressive processes |
scientific article; zbMATH DE number 5608039 |
Statements
Moderate deviation principle for autoregressive processes (English)
0 references
28 September 2009
0 references
moderate deviation
0 references
autoregressive processes
0 references
least squares estimator
0 references
Yule-Walker estimator
0 references
0 references
0.8784660696983337
0 references
0.8583369851112366
0 references
0.8563375473022461
0 references
0.8368198275566101
0 references
