𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Large deviations for moving average processes

✍ Scribed by Tiefeng Jiang; M.Bhaskara Rao; Xiangchen Wang

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
473 KB
Volume
59
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Asymptotics for moving average processes
Asymptotics for moving average processes with dependent innovations
✍ Qiying Wang; Yan-Xia Lin; Chandra M. Gulati πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 122 KB

Let Xt be a moving average process deÿned by Xt = ∞ k=0 k t-k ; t = 1; 2; : : : , where the innovation { k } is a centered sequence of random variables and { k } is a sequence of real numbers. Under conditions on { k } which entail that {Xt} is either a long memory process or a linear process, we st