Large deviations for some weakly dependent random processes (Q913359)
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English | Large deviations for some weakly dependent random processes |
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Large deviations for some weakly dependent random processes (English)
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1990
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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)].
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large deviation principles
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weakly dependent processes
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