Large deviations for some weakly dependent random processes (Q913359): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-7152(90)90031-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1977975049 / rank | |||
Normal rank | |||
Revision as of 01:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for some weakly dependent random processes |
scientific article |
Statements
Large deviations for some weakly dependent random processes (English)
0 references
1990
0 references
The authors prove large deviation principles for two classes of weakly dependent processes, moving averages of i.i.d. random variables and Poisson center cluster random measures. After publication the authors have been informed that the result for moving averages is known [see \textit{J. Steinebach}, Asymptotic Statistics 2, Proc. 3rd Prague Symp. 1983, Asymptotic Stat. 2, 405-415 (1984; Zbl 0568.60034), and \textit{K. Singh}, J. Multivariate Anal. 11, 354-367 (1981; Zbl 0464.60027)].
0 references
large deviation principles
0 references
weakly dependent processes
0 references
