Deviation inequalities and moderate deviations for estimators of parameters in TAR models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-011-0118-9.pdf
Reference16 articles.
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3. Bobkov S G, Götze F. Exponential integrability and transportation cost related to logarithmic Sobolev inequalities. J Funct Anal, 1999, 163: 1–28
4. Bryc W, Dembo A. Large deviations for quadratic functionals of Gaussian functionals. J Theor Prob, 1997, 10: 307–332
5. Chen R, Tsay R S. On the ergodicity of TAR(1) processes. Ann Appl Probab, 1991, 1: 613–634
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