Moderate deviations for martingale differences and applications to φ -mixing sequences

DOI10.1080/1045112029001/0941zbMath1005.60044OpenAlexW2163345006MaRDI QIDQ3148774

Hacène Djellout

Publication date: 19 February 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112029001/0941

zbMATH Keywords

martingale differencesmoderate deviation\(\varphi\)-mixing sequence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Large deviations (60F10)

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