Large Deviation Principle for Partial Sum Processes of Moving Averages

DOI10.1137/S0040585X97982955MaRDI QIDQ3521338zbMATH OpenOpenAlexFDO

Authors N. S. Arkashov, Igor S. Borisov, Anatoli Mogulskii

Publication date 21 August 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982955

zbMATH Keywords

large deviationfractional Brownian motionmoving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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Cited in

(4)

• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
• Large and moderate deviations for moving average processes
• scientific article; zbMATH DE number 2140692 (Why is no real title available?)
• Large deviations for moving average processes

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