Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
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Cites work
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- Asymptotic properties of the R/S statistics for linear processes
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- Deviation inequalities and moderate deviations for estimators of parameters in TAR models
- EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
- Exact moment convergence rates of U-statistics
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Large deviations for quadratic forms of stationary Gaussian processes
- Moderate deviation principle for autoregressive processes
- Moderate deviations for stable Markov chains and regression models
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases
- On the Statistical Treatment of Linear Stochastic Difference Equations
- Precise asymptotics for a new kind of complete moment convergence
- Precise asymptotics in complete moment convergence for self-normalized sums
- Precise asymptotics in the self-normalized law of the iterated logarithm
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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