Cramér type moderate deviations for random fields
From MaRDI portal
Publication:4968520
DOI10.1017/jpr.2019.15zbMath1418.60018arXiv1902.02723OpenAlexW2912084994MaRDI QIDQ4968520
Hailin Sang, Yimin Xiao, Aleksandr Beknazaryan
Publication date: 15 July 2019
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.02723
random fieldlong range dependencenonparametric regressionCramér type moderate deviationspatial linear process
Related Items (6)
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law ⋮ Sharp moderate and large deviations for sample quantiles ⋮ Moderate deviations inequalities for Gaussian process regression ⋮ A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales ⋮ A local limit theorem for linear random fields ⋮ Cramér moderate deviations for a supercritical Galton-Watson process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Zones of attraction of self-similar multiple integrals
- Nonuniform central limit bounds with applications to probabilities of deviations
- Probabilities of moderate deviations for some stationary \(\varphi\)-mixing processes
- On moderate deviations for martingales
- Wavelet threshold estimation for additive regression models
- Large deviations for martingales via Cramér's method
- Adaptive confidence interval for pointwise curve estimation.
- Strong large deviations for arbitrary sequences of random variables
- Cramér large deviation expansions for martingales under Bernstein's condition
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
- On probabilities of moderate deviations of sums for independent random variables
- A goodness-of-fit test for marginal distribution of linear random fields with long memory
- Streaming Data Transmission in the Moderate Deviations and Central Limit Regimes
- Some Bounds of Cumulants of m -Dependent Random Fields
- On Deviations of the Sample Mean
- Sharp large deviations in nonparametric estimation
- Fixed design regression for negatively associated random fields
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Probabilities of moderate deviations under m‐dependence
- Asymptotic Statistics
- Exact moderate and large deviations for linear random fields
- Exact Moderate Deviation Asymptotics in Streaming Data Transmission
- Upper and Lower Bounds for Stochastic Processes
- Exact moderate and large deviations for linear processes
- Some Limit Theorems for Large Deviations
- On large deviations
- On the Probabilities of Large Deviations for Sums of Independent Random Variables
- Generalization of a Probability Limit Theorem of Cramer
- Large deviations of sums of independent random variables
- Regularly varying functions
- Central limit theorems for long range dependent spatial linear processes
This page was built for publication: Cramér type moderate deviations for random fields