Note on functional large deviation principle for fractional ARIMA processes (Q1281921)
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scientific article; zbMATH DE number 1268657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on functional large deviation principle for fractional ARIMA processes |
scientific article; zbMATH DE number 1268657 |
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Note on functional large deviation principle for fractional ARIMA processes (English)
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1998
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large deviations
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ARIMA processes
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sequential empirical measure
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fractional calculus
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0.8983971
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0.88077134
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0.87956953
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0.87837625
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0.8722254
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