Large and moderate deviations for moving average processes
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Publication:1612799
DOI10.5802/afst.982zbMath1002.60028OpenAlexW2322091505MaRDI QIDQ1612799
Arnaud Guillin, Hacène Djellout
Publication date: 1 January 2003
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AFST_2001_6_10_1_23_0
Related Items (8)
Central limit theorems for moving average processes ⋮ Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models ⋮ Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations ⋮ Moderate deviations for linear processes generated by martingale-like random variables ⋮ Exact moderate and large deviations for linear random fields ⋮ The effect of memory on functional large deviations of infinite moving average processes ⋮ Large deviation principles for moving average processes of real stationary sequences ⋮ Asymptotic distribution with random indices for linear processes
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- Large deviations for some weakly dependent random processes
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- On Talagrand's deviation inequalities for product measures
- Probability Inequalities for Sums of Bounded Random Variables
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