On exponential rates of estimators of the parameter in the first-order autoregressive process
type: Item
instance of: scholarly article
title: On exponential rates of estimators of the parameter in the first-order autoregressive process
zbMATH Open document ID: 0986.62068
DOI: 10.1016/S0167-7152(98)00046-7
author: Yoshihide Kakizawa
published in: Statistics \& Probability Letters
publication date: 2002-06-10T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1202810
zbMATH Keywords: exponential rate of estimators
zbMATH Keywords: large deviation probabilities
zbMATH Keywords: quadratic forms
zbMATH Keywords: Gaussian AR(1) process
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1202810