Note on Functional Large Deviation Principle for Fractional ARIMA Processes

Philippe Barbe and Michel Broniatowski

Statistical Inference for Stochastic Processes, 1998, vol. 1, issue 1, 17-27

Keywords: Mathematics Subject Classifications (1991): 60F10; 62M10.; large deviations; ARIMA processes; sequential empirical measure; fractional calculus. (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1009984824156

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