Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences

DOI10.1016/j.jmaa.2020.123902zbMath1451.60034arXiv1810.01099OpenAlexW3003388309MaRDI QIDQ777120

Xiequan Fan

Publication date: 3 July 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01099

zbMATH Keywords

continued fraction expansionsrelative errorstudentized statisticsself-normalized processesCramér moderate deviations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (4)

Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ Unnamed Item ⋮ Uniform Cramér moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors

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