Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails

DOI10.1080/03610926.2018.1543775OpenAlexW2903821337MaRDI QIDQ5085595

Jinghai Feng, Dawei Lu, Xiao-yan Chen

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543775

zbMATH Keywords

moderate deviationsrandom weighted sumsconsistently varying tailswidely upper orthant dependent

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

Cites Work

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• Moderate deviations for the random weighted sums of END random variables with consistently varying tails
• Asymptotic results for multiplexing subexponential on-off processes
• Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation

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