Moderate deviations for some weakly dependent random processes

DOI10.1016/0167-7152(92)90287-FMaRDI QIDQ1199871zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3903723 (Why is no real title available?)
• Large deviations for some weakly dependent random processes

Cited in

(13)

• A Bernstein type inequality and moderate deviations for weakly dependent sequences
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• scientific article; zbMATH DE number 5076247 (Why is no real title available?)
• Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
• Moderate deviations for Hawkes processes
• Clustering of large deviations in moving average processes: the short memory regime
• Large and moderate deviations for moving average processes
• scientific article; zbMATH DE number 7235351 (Why is no real title available?)
• 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

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