Pages that link to "Item:Q1293638"
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The following pages link to Moderate deviations for stable Markov chains and regression models (Q1293638):
Displaying 16 items.
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
- Moderate deviation principle for autoregressive processes (Q842914) (← links)
- Exponential inequalities for self-normalized martingales with applications (Q957522) (← links)
- Moderate deviations of some dependent variables. II: Some kernel estimators (Q1856444) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application (Q2443192) (← links)
- On non-ergodic asset prices (Q2464015) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261) (← 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 quantile regression processes (Q5866036) (← links)
- Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105) (← links)
- Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (Q6569432) (← links)
