Large and moderate deviations for infinite-dimensional autoregressive processes

Journal of Multivariate Analysis

Volumn 87, Issue 2, 2003, Pages 241-260

  Mas, André ^a,c   Menneteau, Ludovic ^b,c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b UNIV MONTPELLIER   (France)

^c CREST   (France)

Author keywords

Autoregressive hilbertian processes; Covariance operators; Deviations principles; Functional principal component analysis

Indexed keywords

EID: 0345060818     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00053-8     Document Type: Article

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