A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)

DOI10.1007/s10440-008-9251-1zbMath1162.60003OpenAlexW2073410331MaRDI QIDQ1014844

Yu Miao, Guangyu Yang

Publication date: 29 April 2009

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-008-9251-1

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables ⋮ Moderate deviation principle for \(m\)-dependent random variables ⋮ Iterated limits and the moderate deviation for dependent variables ⋮ Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root ⋮ Moderate deviations in a class of stable but nearly unstable processes ⋮ Asymptotic distribution with random indices for linear processes

Uses Software

• longmemo

Cites Work

• A central limit theorem for \(m\)-dependent random variables
• Time series: theory and methods.
• The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
• Moderate deviations for \(m\)-dependent random variables with Banach space values
• The jackknife and the bootstrap for general stationary observations
• A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
• A central limit theorem for m-dependent random variables with unbounded m
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