Convergence rates for probabilities of moderate deviations for moving average processes
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Cites work
- A converse to the law of the iterated logarithm
- Complete convergence of moving average processes
- Complete convergence of moving average processes under dependence assumptions
- Complete Moment Convergence for Sequences of Independent Random Elements in Banach Spaces
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Convergence Rates for the Law of the Iterated Logarithm
- Convergence rates of law of iterated logarithm for \(B\)-valued random variables
- Donsker's theorem for self-normalized partial sums processes
- scientific article; zbMATH DE number 1004194 (Why is no real title available?)
- scientific article; zbMATH DE number 3864205 (Why is no real title available?)
- scientific article; zbMATH DE number 4069930 (Why is no real title available?)
- scientific article; zbMATH DE number 2188845 (Why is no real title available?)
- Large deviations for some weakly dependent random processes
- Limit theorems for delayed sums
- Moment complete convergence for sums of a sequence of NA random variables
- On Complete Convergence in Mean of Normed Sums of Independent Random Elements in Banach Spaces
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
- Refinement of convergence rates for tail probabilities
- Some Limit Theorems for Stationary Processes
- Some results on convergence rates for probabilities of moderate deviations for sums of random variables
- The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
- The law of large numbers and the central limit theorem in Banach spaces
Cited in
(32)- Large and moderate deviations for moving average processes
- On complete convergence and strong law for weighted sums of i.i.d. random variables
- Complete moment convergence for Sung's type weighted sums of B-valued random elements
- Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables
- Precise asymptotics of complete moment convergence on moving average
- Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption
- Majority dynamics and the median process: connections, convergence and some new conjectures
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- Complete moment convergence for maximal partial sums under NOD setup
- Complete \(q\)-th moment convergence and its statistical applications
- Strong law for linear processes
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables
- Further study of complete convergence for weighted sums of PNQD random variables
- The Davis-Gut law and Lai law for finitely inhomogeneous walks
- Complete qth moment convergence for arrays of random variables
- Exact moderate and large deviations for linear random fields
- The Davis-Gut law for moving average processes
- Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
- Convergence properties for weighted sums of weakly dependent random vectors in Hilbert spaces
- An extension of the Davis-Gut law and Lai law
- On the convergence of series of moments for row sums of random variables
- The Lai law for weighted sums
- Convergence rate in the law of logarithm for NA random variables
- A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
- Lai law for linear processes with long memory
- Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Convergence of tail probabilities for the maximum of partial sums of pairwise independent random variables
- Law of the single logarithm for weighted sums of m-negatively orthant dependent random variables and its application
- Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.
- A note on the Davis-Gut law
- Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables
- Complete moment convergence for sequence of identically distributed -mixing random variables
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