Moderate deviations for some weakly dependent random processes

DOI10.1016/0167-7152(92)90287-FMaRDI QIDQ1199871zbMATH OpenOpenAlexFDO

Authors Tiefeng Jiang, M. Bhaskara Rao, Xiang Chen Wang

Publication date 17 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90287-f

zbMATH Keywords

clustering random measuresmoderate deviationsmoving averagesweak laws of large numbers

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• scientific article; zbMATH DE number 3903723 (Why is no real title available?)
• Large deviations for some weakly dependent random processes

Cited in

(13)

• The effect of memory on functional large deviations of infinite moving average processes
• Large deviation principles for moving average processes of real stationary sequences
• Large and moderate deviations for moving average processes
• Moderate deviations of dependent random variables related to CLT
• Large deviations for moving average processes
• Moderate deviations for Hawkes processes
• Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
• Moderate deviation principles for moving average processes of real stationary sequences
• scientific article; zbMATH DE number 5076247 (Why is no real title available?)
• scientific article; zbMATH DE number 7235351 (Why is no real title available?)
• Clustering of large deviations in moving average processes: the short memory regime
• A Bernstein type inequality and moderate deviations for weakly dependent sequences
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables

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