Navegação Ciências Exatas e da Terra por Assunto "Covariância"
Resultados 1-2 de 2
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Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
(2023) [Artigo de periódico]We investigate the large deviations properties for centered stationary AR(1) and MA(1) processes with independent Gaussian innovations, by giving the explicit bivariate rate functions for the sequence of two-dimensional ... -
Mixing conditions of conjugate processes
(2019) [Artigo de periódico]