This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel estimator in the right censorship setting. Using the contraction principle and an exponential equivalence, the results are derived as by-products from large and moderate deviation...

The central limit theorems, the deviation inequality (and large deviation), and the moderate deviations for least squares estimators of parameters in the CIR type model driven byα-stable noises are established when the dispersion parameter ε→0 and the discrete observation frequency k→∞...

In this paper, we obtain the moderate deviation principles for Engel’s series, Sylvester’s series and Cantor’s products, which is a complement to Zhu (2014).

Let (Zn) be a supercritical branching process in a random environment ξ, and W be the limit of the normalized population size Zn/E[Zn|ξ]. We show large and moderate deviation principles for the sequence logZn (with appropriate normalization). For the proof, we calculate the critical value for...

In this paper, we investigate the moderate deviations for a customer-arrival-based insurance risk model, in which customer’s actual claim sizes are described as independent and identically distributed heavy-tailed random variables multiplying a shot function, and the model can be treated as a...

In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere in Rd by using the cumulant method introduced by  Puhalskii (1994b) and generalize it to Ornstein–Uhlenbeck processes taking values on the unit sphere in Rd.

This paper mainly discusses the asymptotic properties of multi-casting autoregressive processes. By using the m-dependence of random vectors, we prove that the least squares (LS) estimator of the unknown parameters satisfies the moderate deviation principle. Two examples of regular cases are...