Principes de déviations modérées pour des modèles autorégressifs d'ordre p
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Publication:4238010
DOI10.1016/S0764-4442(99)80014-7zbMath0918.62068OpenAlexW1994186465MaRDI QIDQ4238010
Publication date: 13 April 1999
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80014-7
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10)