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Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root - MaRDI portal

Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (Q6569432)

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scientific article; zbMATH DE number 7878512
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English
Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root
scientific article; zbMATH DE number 7878512

    Statements

    Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (English)
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    9 July 2024
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    Cramér's moderate deviations
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    autoregressive processes
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    unit root
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