Self-normalized Cramér-type moderate deviations under dependence
From MaRDI portal
Publication:309727
DOI10.1214/15-AOS1429zbMath1359.62060arXiv1409.3642MaRDI QIDQ309727
Lihu Xu, Xiaohong Chen, Qui-Man Shao, Wei-Biao Wu
Publication date: 7 September 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.3642
absolutely regularCramér-type moderate deviationfunctional dependence measuresultra-high dimensional time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)
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