A moderate deviation principle for m-dependent random variables with unbounded m

被引：8

作者：

Miao, Yu ^{[1
]}

Yang, Guangyu ^{[2
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Henan 453007, Peoples R China

[2] Zhengzhou Univ, Dept Math, Zhengzhou 450052, Peoples R China

来源：

ACTA APPLICANDAE MATHEMATICAE | 2008年 / 104卷 / 02期

关键词：

moderate deviations; m-dependence; the truncation estimator; the analysis of time series;

D O I：

10.1007/s10440-008-9251-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页码：191 / 199

页数：9

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