Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105)
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scientific article; zbMATH DE number 1605923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large and moderate deviations upper bounds for the Gaussian autoregressive process |
scientific article; zbMATH DE number 1605923 |
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Large and moderate deviations upper bounds for the Gaussian autoregressive process (English)
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25 November 2001
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autoregressive models
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least-squares estimator
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large and moderate deviations principles
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