Bernstein inequality for the parameter of the pth order autoregressive process AR(p)

DOI10.4064/AM33-3-1zbMATH Open1107.62083OpenAlexW2049473509MaRDI QIDQ3419232FDOQ3419232

Authors: Samir Benaissa 

Publication date: 6 February 2007

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am33-3-1

Recommendations

• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process
• scientific article; zbMATH DE number 1194419
• scientific article; zbMATH DE number 1403113
• On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)
• scientific article; zbMATH DE number 5230592

zbMATH Keywords

exponential inequalitiesautoregressive processlinear processlimiting distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cited In (3)

• On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)
• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process
• On an ARB model from a process with fixed bounded memory

This page was built for publication: Bernstein inequality for the parameter of the pth order autoregressive process AR(p)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3419232)