Self-normalized large deviations for stationary sequences

被引：0

作者：

Hu, YJ ^{[1
]}

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China

来源：

ACTA MATHEMATICA HUNGARICA | 2003年 / 100卷 / 04期

关键词：

large deviations; self-normalized partial sums; stationary sequence;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this note, we prove the large deviation principle for self-normalized partial sums of a stationary weakly dependent random sequence.

引用

页码：309 / 319

页数：11

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