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Small deviations of Gaussian process

✍ Scribed by A. A. Novikov


Publisher
SP MAIK Nauka/Interperiodica
Year
1981
Tongue
English
Weight
380 KB
Volume
29
Category
Article
ISSN
0001-4346

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πŸ“œ SIMILAR VOLUMES


Large and moderate deviations upper boun
✍ Julien Worms πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 108 KB

We study the least-squares estimator in the scalar autoregressive model of order 1 with Gaussian noise and arbitrary ΓΏxed initial state. Upper bounds of both large and moderate deviations principles are achieved in the unstable and explosive frameworks. The moderate deviations results are consistent