Moderate deviations for stationary sequences of bounded random variables
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Publication:838323
DOI10.1214/08-AIHP169zbMath1172.60005arXiv0711.3924MaRDI QIDQ838323
Magda Peligrad, Sergey Utev, Florence Merlevède, Jérôme Dedecker
Publication date: 24 August 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.3924
Related Items (7)
Moderate deviations of functional of Markov Processes ⋮ Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ Self-normalized Cramér type moderate deviations for stationary sequences and applications ⋮ Large and moderate deviations for the left random walk on GL d (R) ⋮ Moderate deviations for linear processes generated by martingale-like random variables ⋮ Cramér-type moderate deviations for stationary sequences of bounded random variables ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications
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