Pages that link to "Item:Q5937012"
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The following pages link to On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases (Q5937012):
Displayed 14 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
- Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
- Exponential inequalities for self-normalized martingales with applications (Q957522) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- An exponential inequality for autoregressive processes in adaptive tracking (Q2461350) (← links)
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
- Large deviations for squared radial Ornstein-Uhlenbeck processes. (Q2574517) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
- Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
- Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (Q5265844) (← links)
- Moderate deviations for the mildly stationary autoregressive model with dependent errors (Q6192198) (← links)
