Large deviation principles for moving average processes of real stationary sequences
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Recommendations
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Cites work
- A function space large deviation principle for certain stochastic integrals
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Large and moderate deviations for moving average processes
- Large deviations for moving average processes
- Moderate deviation principles for moving average processes of real stationary sequences
- Moderate deviations for some weakly dependent random processes
- Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
Cited in
(15)- The effect of memory on functional large deviations of infinite moving average processes
- A level 1 large-deviation principle for the autocovariances of uniquely ergodic transformations with additive noise
- Large and moderate deviations for moving average processes
- Large deviations for functionals of stationary processes
- Large deviations for moving average processes
- Central limit theorems for moving average processes
- Moderate deviation principles for moving average processes of real stationary sequences
- Large Deviation Principle for Partial Sum Processes of Moving Averages
- Large sample theory for statistics of stable moving averages
- Asymptotic distribution with random indices for linear processes
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Clustering of large deviations in moving average processes: the short memory regime
- Moderate deviation principles for the weighted sums of random variables with a special form
- Thresholds of moving averages of stationary processes for given target significant levels
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