A Moderate Deviation Principle for m-Dependent Random Variables with Unbounded m

被引：0
|
作者：
Yu Miao
Guangyu Yang
机构：
[1] Henan Normal University,College of Mathematics and Information Science
[2] Zhengzhou University,Department of Mathematics
来源：
Acta Applicandae Mathematicae | 2008年 / 104卷
关键词：
Moderate deviations; -dependence; The truncation estimator; The analysis of time series; 60B12; 60F10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, a theorem on the moderate deviation principle for random arrays under m-dependence with unbounded m is established. This partially extends the results of Chen (Stat. Probab. Lett. 35:123–134, 1997). As an application, the moderate deviation principle for the truncation estimator of the variance in the analysis of time series is obtained.
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页码：191 / 199
页数：8
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