Large deviation principles for moving average processes of real stationary sequences

DOI10.1007/s10440-008-9288-1zbMath1166.60019OpenAlexW2025144357MaRDI QIDQ1028003

Yu Miao

Publication date: 30 June 2009

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-008-9288-1

zbMATH Keywords

large deviation principlemoving average processesstationary random variables

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items

Central limit theorems for moving average 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, Asymptotic distribution with random indices for linear processes

Cites Work

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