On exponential rates of estimators of the parameter in the first-order autoregressive process

DOI10.1016/S0167-7152(98)00046-7zbMath0986.62068MaRDI QIDQ1265988

Yoshihide Kakizawa

Publication date: 10 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

quadratic formslarge deviation probabilitiesexponential rate of estimatorsGaussian AR(1) process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes ⋮ Large deviations for Bayesian estimators in first-order autoregressive processes

Cites Work

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