Moderate deviations for some weakly dependent random processes

DOI10.1016/0167-7152(92)90287-FzbMATH Open0761.60023OpenAlexW2013918019MaRDI QIDQ1199871FDOQ1199871

Authors: Tiefeng Jiang, M. Bhaskara Rao, Xiang Chen Wang 

Publication date: 17 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90287-f

zbMATH Keywords

moderate deviationsmoving averagesweak laws of large numbersclustering random measures

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Large deviations for some weakly dependent random processes

Cited In (13)

• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Title not available (Why is that?)
• Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
• Clustering of large deviations in moving average processes: the short memory regime
• Moderate deviations for Hawkes processes
• Large and moderate deviations for moving average processes
• Title not available (Why is that?)
• Moderate deviation principles for moving average processes of real stationary sequences
• The effect of memory on functional large deviations of infinite moving average processes
• Large deviation principles for moving average processes of real stationary sequences
• Large deviations for moving average processes
• Moderate deviations of dependent random variables related to CLT
• A Bernstein type inequality and moderate deviations for weakly dependent sequences

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