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

DOI10.1007/S10440-008-9251-1MaRDI QIDQ1014844zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10)

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Cites work

• A central limit theorem for m-dependent random variables
• A central limit theorem for m-dependent random variables with unbounded m
• A more general central limit theorem for m-dependent random variables with unbounded m
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 3108841 (Why is no real title available?)
• Moderate deviations for \(m\)-dependent random variables with Banach space values
• The jackknife and the bootstrap for general stationary observations
• The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
• Time series: theory and methods.

Cited in

(8)

• Moderate deviation principle for \(m\)-dependent random variables
• Moderate deviations in a class of stable but nearly unstable processes
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• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
• Moderate deviation principles for empirical covariance in the neighbourhood of the unit root
• Asymptotic distribution with random indices for linear processes
• Iterated limits and the moderate deviation for dependent variables

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