Large Deviation Principle for Partial Sum Processes of Moving Averages

DOI10.1137/S0040585X97982955zbMath1151.60010OpenAlexW1970805510MaRDI QIDQ3521338

N. S. Arkashov, I. S. Borisov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 21 August 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982955

zbMATH Keywords

fractional Brownian motionlarge deviationmoving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (1)

The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

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