Pages that link to "Item:Q1426344"

The following pages link to Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344):

Displaying 17 items.

• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
• Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
• Moderate deviation principle for autoregressive processes (Q842914) (← links)
• The ARHD model (Q861222) (← links)
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables (Q953500) (← links)
• Asymptotic normality of autoregressive processes (Q970502) (← links)
• Large deviations for Bayesian estimators in first-order autoregressive processes (Q974525) (← links)
• Weak convergence in the functional autoregressive model (Q997009) (← links)
• Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
• Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
• The Discounted Berry-Esséen Analogue for Autoregressive Processes (Q2859308) (← links)
• The Discounted Large Deviation Principle for Autoregressive Processes (Q3017857) (← links)
• Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
• Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953) (← links)
• A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)