A strong deviation theorem and its application to herding effect

DOI10.1016/J.RINAM.2019.100084MaRDI QIDQ2211084zbMATHOpenAlexFDO

Authors Zixian Cui, Yingxue Xiang, Peibiao Zhao, Dongyue Zhou

Publication date 10 November 2020

Published in Results in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.rinam.2019.100084

zbMATH Keywords

moving averagesherd effectstrong deviation theorems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Large deviations (60F10) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Strong limit theorems (60F15)

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Cites work

• On strong deviation theorems for the moving averages of a random sequence
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables

Cited in

(1)

• A strong deviation theorem in series investment modeling

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