Large and moderate deviations for infinite-dimensional autoregressive processes.
DOI10.1016/S0047-259X(03)00053-8zbMATH Open1043.60021OpenAlexW2037953659MaRDI QIDQ1426344FDOQ1426344
Authors: André Mas, Ludovic Menneteau 
Publication date: 14 March 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00053-8
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- scientific article; zbMATH DE number 2190882
Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes (62M99) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cited In (18)
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- Asymptotic normality of autoregressive processes
- Large deviations for Bayesian estimators in first-order autoregressive processes
- The discounted large deviation principle for autoregressive processes
- A review study of functional autoregressive models with application to energy forecasting
- The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
- Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
- The ARHD model
- Weak convergence in the functional autoregressive model
- Moderate deviations in a class of stable but nearly unstable processes
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
- A moderate deviation principle for infinite-dimensional autoregressive processes
- Some laws of the iterated logarithm in Hilbertian autoregressive models
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
- The Discounted Berry-Esséen Analogue for Autoregressive Processes
- Moderate deviation principle for autoregressive processes
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