Moderate deviations for stable Markov chains and regression models
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Publication:1293638
DOI10.1214/EJP.v4-45zbMath0980.62082OpenAlexW2019438113MaRDI QIDQ1293638
Publication date: 8 July 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/121622
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
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