Moderate deviation principle for \(m\)-dependent random variables (Q1754536)

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Language	Label	Description	Also known as
English	Moderate deviation principle for \(m\)-dependent random variables	scientific article

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scholarly article

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Moderate deviation principle for \(m\)-dependent random variables (English)

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Lithuanian Mathematical Journal

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publication date

31 May 2018

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zbMATH Keywords

moderated deviation principle

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\(m\)-dependent random variables

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10986-018-9382-7

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The Large Deviation Principle for Stochastic Processes. Part I

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Probabilities of large deviations in topological spaces. I

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Probabilities of large deviations in topological spaces. II

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Moderate deviations for \(m\)-dependent random variables with Banach space values

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Large deviations techniques and applications.

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Moderate deviations for martingale differences and applications to φ -mixing sequences

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Moderate deviations for Markov chains with atom.

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Moderate Deviations for I.I.D. Random Variables

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Moderate deviations of empirical periodogram and non-linear functionals of moving average processes

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Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)

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Moderate deviation principle for autoregressive processes

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A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)

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General Irreducible Markov Chains and Non-Negative Operators

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Large deviations, moderate deviations and LIL for empirical processes

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Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10986-018-9382-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:1754536

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