Cramér type moderate deviations for random fields

DOI10.1017/JPR.2019.15zbMATH Open1418.60018arXiv1902.02723OpenAlexW2912084994MaRDI QIDQ4968520FDOQ4968520

Authors: Hailin Sang, Y. Xiao, Aleksandr Beknazaryan 

Publication date: 15 July 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: We study the Cram'er type moderate deviation for partial sums of random fields by applying the conjugate method. The results are applicable to the partial sums of linear random fields with short or long memory and to nonparametric regression with random field errors.

Full work available at URL: https://arxiv.org/abs/1902.02723

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zbMATH Keywords

nonparametric regressionrandom fieldlong range dependenceCramér type moderate deviationspatial linear process

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Asymptotic distribution theory in statistics (62E20)

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Cited In (13)

• Cramér-type moderate deviations under local dependence
• A refined Cramér-type moderate deviation for sums of local statistics
• Cramér type moderate deviations for trimmed \(L\)-statistics
• A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
• 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
• Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
• A local limit theorem for linear random fields
• Exact moderate and large deviations for linear random fields
• Cramér moderate deviations for a supercritical Galton-Watson process
• Cramér-type moderate deviation theorems for nonnormal approximation

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