Gao, Fu-Qing - In: Stochastic Processes and their Applications 61 (1996) 2, pp. 263-275
We obtain a moderately large deviation theorem for martingales. Then this result is applied to prove that the empirical measures of a stationary [empty set][combining character]-mixing sequence of random variables satisfy moderately large deviation principle when [Sigma]+[infinity]n=1 [empty...