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Upper functions and oscillating Gaussian processes

✍ Scribed by S. G. Bokvov

Publisher
Springer US
Year
1988
Tongue
English
Weight
400 KB
Volume
43
Category
Article
ISSN
1573-8795

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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