Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
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Publication:953500
DOI10.1016/J.JMAA.2008.08.050zbMATH Open1154.60025arXiv0805.2899OpenAlexW1990024005MaRDI QIDQ953500FDOQ953500
Authors: Sophie Dede 
Publication date: 6 November 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are martingale approximations and a new Hoeffding inequality for non adpated sequences of Hilbert-valued random variables. Applications to Cramer-Von Mises statistics, functions of linear processes and stable Markov chains are given.
Full work available at URL: https://arxiv.org/abs/0805.2899
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Cited In (8)
- Moderate deviations for linear processes generated by martingale-like random variables
- Cramér-type moderate deviations for stationary sequences of bounded random variables
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- Limit theorems and inequalities via martingale methods
- Moderate deviation principles for moving average processes of real stationary sequences
- Moderate deviations for stationary sequences of bounded random variables
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