Moderate deviations for some weakly dependent random processes
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Publication:1199871
DOI10.1016/0167-7152(92)90287-FzbMath0761.60023OpenAlexW2013918019MaRDI QIDQ1199871
Tiefeng Jiang, M. Bhaskara Rao, Xiang Chen Wang
Publication date: 17 January 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90287-f
Stationary stochastic processes (60G10) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (6)
Large and moderate deviations for moving average processes ⋮ Large deviations for moving average processes ⋮ Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case ⋮ The effect of memory on functional large deviations of infinite moving average processes ⋮ Large deviation principles for moving average processes of real stationary sequences ⋮ Moderate deviation principles for moving average processes of real stationary sequences
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