Large and moderate deviations for infinite-dimensional autoregressive processes.
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- scientific article; zbMATH DE number 2190882
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- A family of minimax rates for density estimators in continuous time
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Autoregressive forecasting of some functional climatic variations
- Characterization of the law of the iterated logarithm in Banach spaces
- Functional data analysis
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
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- Some applications of Watson's perturbation approach to random matrices
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- Weak convergence for the covariance operators of a Hilbertian linear process.
Cited in
(18)- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- A moderate deviation principle for infinite-dimensional autoregressive processes
- Asymptotic normality of autoregressive processes
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
- Some laws of the iterated logarithm in Hilbertian autoregressive models
- A review study of functional autoregressive models with application to energy forecasting
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
- The Discounted Berry-Esséen Analogue for Autoregressive Processes
- The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
- Moderate deviation principle for autoregressive processes
- Weak convergence in the functional autoregressive model
- The ARHD model
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Large deviations for Bayesian estimators in first-order autoregressive processes
- Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
- The discounted large deviation principle for autoregressive processes
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Moderate deviations in a class of stable but nearly unstable processes
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