scientific article; zbMATH DE number 3903655

MaRDI QIDQ3681650zbMATH OpenFDO

Authors Detlef Dürr, Wilfried Loges

Publication date 1985

zbMATH Keywords

Gordin-decompositionleast-squares parameter estimatorrates in the central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Inference from stochastic processes (62Mxx)

Recommendations

• On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
• Asymptotic normality of autoregressive processes
• On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
• Limiting distributions of least squares estimates of unstable autoregressive processes
• Large and moderate deviations upper bounds for the Gaussian autoregressive process

Cited in

(18)

• A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence
• On exponential rates of estimators of the parameter in the first-order autoregressive process
• Speed of convergence of the least-squares estimator in autoregressive models
• The law of iterated logarithm for autoregressive processes
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
• Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
• The discounted large deviation principle for autoregressive processes
• Bootstrap in nonstationary autoregression.
• On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• scientific article; zbMATH DE number 1995720 (Why is no real title available?)
• scientific article; zbMATH DE number 2058890 (Why is no real title available?)
• scientific article; zbMATH DE number 1409858 (Why is no real title available?)
• Large and moderate deviations upper bounds for the Gaussian autoregressive process
• On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
• Large deviations for the Yule-Walker estimator of near critical autoregressive processes
• Asymptotic normality of autoregressive processes
• Large deviations for Bayesian estimators in first-order autoregressive processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3681650)