Convergence rates for probabilities of moderate deviations for moving average processes
From MaRDI portal
Publication:943502
DOI10.1007/s10114-007-6062-7zbMath1159.60015OpenAlexW1966758135MaRDI QIDQ943502
Ping Yan Chen, Ding Cheng Wang
Publication date: 9 September 2008
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-007-6062-7
complete convergencelaw of the iterated logarithminvariance principlemoving average processmoderate deviationcomplete moment convergence
Related Items (25)
Convergence properties for weighted sums of weakly dependent random vectors in Hilbert spaces ⋮ Complete \(q\)th moment convergence for arrays of random variables ⋮ A note on the Davis-Gut law ⋮ Precise asymptotics of complete moment convergence on moving average ⋮ A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices ⋮ Unnamed Item ⋮ On complete convergence and strong law for weighted sums of i.i.d. random variables ⋮ Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements ⋮ The Davis-Gut law for moving average processes ⋮ The von Bahr-Esseen moment inequality for pairwise independent random variables and applications ⋮ Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables ⋮ Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables ⋮ Complete moment convergence for maximal partial sums under NOD setup ⋮ Exact moderate and large deviations for linear random fields ⋮ Complete \(q\)-th moment convergence and its statistical applications ⋮ Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions. ⋮ An extension of the Davis-Gut law and Lai law ⋮ Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model ⋮ Convergence properties of the maximum partial sums for moving average process under \(\rho^-\)-mixing assumption ⋮ The Davis-Gut law and Lai law for finitely inhomogeneous walks ⋮ Strong law for linear processes ⋮ On the convergence of series of moments for row sums of random variables ⋮ The Lai law for weighted sums ⋮ Further study of complete convergence for weighted sums of PNQD random variables ⋮ Equivalent conditions of complete moment convergence for extended negatively dependent random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for some weakly dependent random processes
- Complete convergence of moving average processes under dependence assumptions
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Convergence rates of law of iterated logarithm for \(B\)-valued random variables
- Some results on convergence rates for probabilities of moderate deviations for sums of random variables
- Complete convergence of moving average processes
- Limit theorems for delayed sums
- The law of large numbers and the central limit theorem in Banach spaces
- Donsker's theorem for self-normalized partial sums processes
- The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
- Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
- Refinement of convergence rates for tail probabilities
- On Complete Convergence in Mean of Normed Sums of Independent Random Elements in Banach Spaces
- Complete Moment Convergence for Sequences of Independent Random Elements in Banach Spaces
- A converse to the law of the iterated logarithm
- Convergence Rates for the Law of the Iterated Logarithm
- Some Limit Theorems for Stationary Processes
This page was built for publication: Convergence rates for probabilities of moderate deviations for moving average processes
