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The Discounted Large Deviation Principle for Autoregressive Processes |
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| Authors: | Yu Miao |
| Institution: | 1. College of Mathematics and Information Science , Henan Normal University , Henan , China yumiao728@yahoo.com.cn |
| Abstract: | In this article, the discounted large deviation principle for autoregressive processes is obtained under the Bernstein condition. |
| Keywords: | Characteristic function Discount factor Large deviation principle |