Large and moderate deviations for moving average processes
نویسندگان
چکیده
منابع مشابه
Uniform large and moderate deviations for functionalempirical processes
For fX i g i1 a sequence of i.i.d. random variables taking values in a Polish space with distribution , we obtain large and moderate deviation principles for the processes fn ?1 P nt] i=1 X i ; t 0g n1 and fn ?1=2 P nt] i=1 (X i ?); t 0g n1 , respectively. Given a class of bounded functions F on , we then consider the above processes as taking values in the Banach space of bounded functionals o...
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ژورنال
عنوان ژورنال: Annales de la faculté des sciences de Toulouse Mathématiques
سال: 2001
ISSN: 0240-2963
DOI: 10.5802/afst.982