Convergence rates for probabilities of moderate deviations for moving average processes

DOI10.1007/s10114-007-6062-7zbMath1159.60015OpenAlexW1966758135MaRDI QIDQ943502

Ping Yan Chen, Ding Cheng Wang

Publication date: 9 September 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-6062-7

zbMATH Keywords

complete convergencelaw of the iterated logarithminvariance principlemoving average processmoderate deviationcomplete moment convergence

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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