A moderate deviation principle for m-dependent random variables with unbounded m
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Publication:1014844
DOI10.1007/S10440-008-9251-1zbMATH Open1162.60003OpenAlexW2073410331MaRDI QIDQ1014844FDOQ1014844
Authors: Yu Miao, Guangyu Yang 
Publication date: 29 April 2009
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-008-9251-1
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Cites Work
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- Time series: theory and methods.
- The jackknife and the bootstrap for general stationary observations
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- Title not available (Why is that?)
- A central limit theorem for m-dependent random variables with unbounded m
- Title not available (Why is that?)
- Moderate deviations for \(m\)-dependent random variables with Banach space values
- A central limit theorem for \(m\)-dependent random variables
- The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
Cited In (7)
- A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
- Iterated limits and the moderate deviation for dependent variables
- Title not available (Why is that?)
- Asymptotic distribution with random indices for linear processes
- Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
- Moderate deviation principle for \(m\)-dependent random variables
- Moderate deviations in a class of stable but nearly unstable processes
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