A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)
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Publication:1014844
DOI10.1007/s10440-008-9251-1zbMath1162.60003OpenAlexW2073410331MaRDI QIDQ1014844
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
Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (6)
A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables ⋮ Moderate deviation principle for \(m\)-dependent random variables ⋮ Iterated limits and the moderate deviation for dependent variables ⋮ Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root ⋮ Moderate deviations in a class of stable but nearly unstable processes ⋮ Asymptotic distribution with random indices for linear processes
Uses Software
Cites Work
- A central limit theorem for \(m\)-dependent random variables
- Time series: theory and methods.
- The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
- Moderate deviations for \(m\)-dependent random variables with Banach space values
- The jackknife and the bootstrap for general stationary observations
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- A central limit theorem for m-dependent random variables with unbounded m
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