Large deviations for moving average processes

DOI10.1016/0304-4149(95)95687-PzbMath0836.60025OpenAlexW2039301648MaRDI QIDQ1904550

M. Bhaskara Rao, Tiefeng Jiang, Xiang Chen Wang

Publication date: 2 January 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)95687-p

zbMATH Keywords

truncationlarge deviationsrate functionsmoving average processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (6)

Large and moderate deviations for moving average processes ⋮ Central limit theorems for moving average processes ⋮ Exact moderate and large deviations for linear random fields ⋮ The effect of memory on functional large deviations of infinite moving average processes ⋮ Large deviation principles for moving average processes of real stationary sequences ⋮ Asymptotic distribution with random indices for linear processes

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• Cramer's Theorem for Certain Ergodic Processes in Banach Spaces
• A Comparison Principle for Large Deviations
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Large deviations for processes with independent increments

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