The asymptotic behaviors for least square estimation of multi-casting autoregressive processes

DOI10.1016/J.JMVA.2014.04.014MaRDI QIDQ2015059zbMATH OpenOpenAlexFDO

Authors Mingzhi Mao

Publication date 18 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.04.014

zbMATH Keywords

moderate deviationautoregressive process\(m\)-dependentGärtner-Ellis theorem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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Cited in

(2)

• A broad class of partially specified autoregressions on multi-casting data
• Modeling and large sample estimation for multi-casting autoregression

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