مرکز منطقه ای اطلاع رساني علوم و فناوري - Large and moderate deviations upper bounds for the Gaussian autoregressive process

Title of article :

Large and moderate deviations upper bounds for the Gaussian autoregressive process

Author/Authors :

Julien Worms، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2001

Pages :

From page :

235

To page :

243

Keywords :

Autoregressive models , Least-squares estimator , Large and moderate deviations principles

Journal title :

Statistics and Probability Letters

Serial Year :

2001

Journal title :

Statistics and Probability Letters

Record number :

139532

Link To Document :