Bernstein inequality and moderate deviations under strong mixing conditions
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Publication:2900962
DOI10.1214/09-IMSCOLL518zbMATH Open1243.60019arXiv1202.4777MaRDI QIDQ2900962FDOQ2900962
Authors: Florence Merlevède, Magda Peligrad, Emmanuel Rio 
Publication date: 26 July 2012
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Abstract: In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong mixing coeficients that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.
Full work available at URL: https://arxiv.org/abs/1202.4777
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