Moderate deviations for linear processes generated by martingale-like random variables
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Publication:966505
DOI10.1007/s10959-009-0218-6zbMath1193.60035OpenAlexW2019151259MaRDI QIDQ966505
Florence Merlevède, Magda Peligrad
Publication date: 23 April 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-009-0218-6
linear processmartingaleprojection operatorfunctional moderate deviation principleModerate deviation
Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
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