LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS (Q4354752)
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scientific article; zbMATH DE number 1062044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS |
scientific article; zbMATH DE number 1062044 |
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LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS (English)
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9 August 1998
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non-explosive Gaussian autoregressive process
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large deviation principle
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rate function
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