On exponential rates of estimators of the parameter in the first-order autoregressive process

Statistics and Probability Letters

Volumn 38, Issue 4, 1998, Pages 355-362

  Kakizawa, Yoshihide ^a  

^a HOKKAIDO UNIVERSITY   (Japan)

Author keywords

Exponential rate of estimator; Gaussian AR(1) process; Large deviation probability; Quadratic form

Indexed keywords

EID: 0032114356     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00046-7     Document Type: Article

References (20)

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