Title of article
Exponential inequalities for a strongly mixing autoregressive process
Author/Authors
DAHMANI, ABDELNASSER University of Bejaia - Faculty of Exact Sciences - Laboratory of Applied Mathematics, Algeria , RAHMANI, SAMIR University of Bejaia - Faculty of Exact Sciences - Laboratory of Applied Mathematics, Algeria
From page
1
To page
19
Abstract
In this work, we establish exponential inequalities of Bernstein-Frechet type that allow us to construct a confidence interval for the parameter of the first order autoregressive process under the strong mixing assumption. Using these inequalities, we show the almost complete convergence for the estimator of this parameter.
Keywords
autoregressive process , confidence interval , convergence , exponential inequalities , strong mixing.
Journal title
Kuwait Journal of Science
Journal title
Kuwait Journal of Science
Record number
2573436
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