Self-normalized Cramér-type moderate deviations for functionals of Markov chain
type: Item
instance of: scholarly article
title: Self-normalized Cramér-type moderate deviations for functionals of Markov chain
zbMATH Open document ID: 1434.60086
author: Xinwei Feng
author: Q. M. Shao
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2020-04-15T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 7189525
zbMATH Keywords: self-normalized partial sums
zbMATH Keywords: Cramér-type moderate deviations
zbMATH Keywords: Markov chain
zbMATH Keywords: ergodic
MaRDI profile type: Publication
full work available at URL: s10255-020-0924-5
OpenAlex ID: W3015707812
cites work: A New Approach to the Limit Theory of Recurrent Markov Chains
cites work: Limit theorems for functionals of ergodic Markov chains with general state space
cites work: Self-normalized Cramér-type moderate deviations under dependence
cites work: Q5524074
cites work: Moderate deviations for empirical measures of Markov chains: Lower bounds
cites work: Moderate deviations for empirical measures of Markov chains: Upper bounds
cites work: Self-normalized Cramér-type large deviations for independent random variables.
cites work: Self-normalized Cramér type moderate deviations for the maximum of sums
cites work: Central limit theorems for additive functionals of Markov chains.
cites work: A splitting technique for Harris recurrent Markov chains
cites work: On the Probabilities of Large Deviations for Sums of Independent Random Variables
cites work: Berry-Esseen type estimates for large deviation probabilities
cites work: Self-normalized large deviations
cites work: A Cramér type large deviation result for Student's \(t\)-statistic
cites work: On necessary and sufficient conditions for the self-normalized central limit theorem
cites work: Self-normalized limit theorems: a survey
cites work: Self-normalization: taming a wild population in a heavy-tailed world
DOI: 10.1007/S10255-020-0924-5
description: scientific article; zbMATH DE number 7189525