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Note on Functional Large Deviation Principle for Fractional ARIMA Processes

Author

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  • Philippe Barbe
  • Michel Broniatowski

Abstract

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Suggested Citation

  • Philippe Barbe & Michel Broniatowski, 1998. "Note on Functional Large Deviation Principle for Fractional ARIMA Processes," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 17-27, January.
    • Handle: RePEc:spr:sistpr:v:1:y:1998:i:1:p:17-27
    DOI: 10.1023/A:1009984824156
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    Cited by:

    1. Barbe, Ph. & McCormick, W.P., 2010. "An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 801-828, June.
    2. Ghosh, Souvik & Samorodnitsky, Gennady, 2009. "The effect of memory on functional large deviations of infinite moving average processes," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 534-561, February.

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