Moderate deviation principles for moving average processes of real stationary sequences
Moderate deviation principle (MDP) is introduced in this paper. Based on the general condition that MDP for real stationary sequences hold, we mainly discuss MDP for moving average processes of real stationary sequences.
Year of publication: |
2005
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Authors: | Dong, Zhi-shan ; Xi-li, Tan ; Yang, Xiao-yun |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 74.2005, 2, p. 139-150
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Publisher: |
Elsevier |
Keywords: | Stationary sequences Moving average processes Moderate deviation principle |
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