Large deviations for some dependent sequences

DOI10.1016/S0252-9602(08)60030-2zbMath1174.60007MaRDI QIDQ1003949

Shuhe Hu, Xue-jun Wang

Publication date: 6 March 2009

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

linear processlarge deviation\(\phi\)-mixing sequenceNA sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) (L^p)-limit theorems (60F25)

Related Items (11)

Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors ⋮ On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables ⋮ On complete convergence for weighted sums of \(\varphi \)-mixing random variables ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ Complete moment convergence for arrays of rowwise \(\mathbf{\varphi}\)-mixing random variables ⋮ Moment inequality for \(\varphi \)-mixing sequences and its applications ⋮ A sharp inequality for martingales and its applications ⋮ Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds ⋮ The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application

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