Moderate deviations principles for autoregressive models of order p
Worms, J
HAL, hal-00694253 / Harvested from HAL
Text on HAL
We establish Moderate deviations principles (MDP) for some stable autoregressive models of order p: first for continuous unbounded additive functionnals of this process, second for the estimation error of the regression function (least-squares estimator in the stable linear case, kernel estimator in the Lipschitz non-linear case). (C) Academie des Sciences/Elsevier, Paris.
Publié le : 1999-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] 
@article{hal-00694253,
     author = {Worms, J},
     title = {Moderate deviations principles for autoregressive models of order p},
     journal = {HAL},
     volume = {1999},
     number = {0},
     year = {1999},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/hal-00694253}
}

Worms, J. Moderate deviations principles for autoregressive models of order p. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/hal-00694253/