Pages that link to "Item:Q842914"

The following pages link to Moderate deviation principle for autoregressive processes (Q842914):

Displaying 26 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Moderate deviations and central limit theorem for positive diffusions (Q255538) (← links)
• A moderate deviation principle for stochastic Volterra equation (Q504460) (← links)
• Asymptotic normality of autoregressive processes (Q970502) (← links)
• Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
• Moderate deviation principle in nonlinear bifurcating autoregressive models (Q1642239) (← links)
• The law of iterated logarithm for autoregressive processes (Q1719508) (← links)
• Moderate deviations for the Langevin equation with strong damping (Q1753254) (← links)
• Moderate deviation principle for \(m\)-dependent random variables (Q1754536) (← links)
• Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← 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)
• Moderate deviations of empirical periodogram and non-linear functionals of moving average processes (Q2507599) (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
• The Discounted Berry-Esséen Analogue for Autoregressive Processes (Q2859308) (← links)
• The Discounted Large Deviation Principle for Autoregressive Processes (Q3017857) (← links)
• Almost sure central limit theorems for m-dependent random variables (Q5019807) (← links)
• Moderate deviation principle for multivalued stochastic differential equations (Q5114812) (← links)
• Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356) (← 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 a fractional stochastic heat equation with spatially correlated noise (Q5268387) (← links)
• Asymptotic distribution with random indices for linear processes (Q5864498) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
• Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (Q6569432) (← links)
• Large deviations for the Yule-Walker estimator of near critical autoregressive processes (Q6606010) (← links)