Estimates of semiinvariants and centered moments of stochastic processes with mixing. I

DOI10.1007/BF00972253zbMath0666.60027MaRDI QIDQ1116525

D. Jakimavičius, V. A. Statulevičius

Publication date: 1988

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stationary sequencesm-dependent random variablesmixed semiinvariantsemiinvariant

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (11)

Locally adaptive fitting of semiparametric models to nonstationary time series. ⋮ Large deviations for additive functionals of \(d\)-dependent random fields. II ⋮ The modified moment method for multiply censored samples ⋮ The central limit theorem in the space \(D[0,1\). II] ⋮ A simple proof of the Bieberbach conjecture ⋮ Quantile coupling inequalities and their applications ⋮ A note on a maximal Bernstein inequality ⋮ Large-deviation theorems for sums of random variables connected in a Markov chain. I ⋮ Detecting deviations from second-order stationarity in locally stationary functional time series ⋮ A test for second order stationarity of a multivariate time series ⋮ Large deviations for additive functionals of \(d\)-dependent random fields. I

Cites Work

• A general lemma on probabilities of large deviations
• Estimates of the higher-order spectral densities of stationary processes which satisfy the Cramer condition with 'Rosenblatt' mixing
• On strong estimates of mixed semiinvariants of random processes
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