Publication:3502481

zbMath1152.62063MaRDI QIDQ3502481

Wei-Biao Wu, Zhibiao Zhao

Publication date: 23 May 2008

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N2/J18N219/J18N219.html

zbMATH Keywords

martingale; moderate deviation; nonlinear time series

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

62M99: Inference from stochastic processes

60F10: Large deviations

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