Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
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Published:2023
Issue:2
Volume:8
Page:177-212
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ISSN:2095-9672
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Container-title:Probability, Uncertainty and Quantitative Risk
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language:
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Short-container-title:PUQR
Author:
Karling Maicon J., ,Lopes Artur O.,Lopes Sílvia R. C.
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Statistics and Probability,Applied Mathematics,Statistics, Probability and Uncertainty