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On a minimum distance estimate of the period in functional autoregressive processes

โœ Scribed by Benyelles, Wafaa; Mourid, Tahar


Book ID
120025572
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
378 KB
Volume
39
Category
Article
ISSN
0266-4763

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โœ Yoshihide Kakizawa ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 354 KB

A closed-form expression for the exponential rate of an estimator in the Gaussian AR(1) process is obtained. This shows that the exponential rates of several famous estimators are all identical. Further it is shown that mean-correction does not affect the large deviation asymptotics. (~