A strong deviation theorem and its application to herding effect

DOI10.1016/J.RINAM.2019.100084zbMATH Open1452.62178OpenAlexW2991755369MaRDI QIDQ2211084FDOQ2211084

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

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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)

Cites Work

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

Cited In (1)

• A strong deviation theorem in series investment modeling

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