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Upper bounds for Gaussian stochastic programs

✍ Scribed by Geoffrey Pritchard; Golbon Zakeri


Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
93 KB
Volume
86
Category
Article
ISSN
0025-5610

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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