CRAMER TYPE MODERATE DEVIATIONS FOR RANDOM FIELDS

被引：7
作者：
Beknazaryan, Aleksandr [1 ]
Sang, Hailin [1 ]
Xiao, Yimin [2 ]
机构：
[1] Univ Mississippi, Dept Math, University, MS 38677 USA
[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
来源：
JOURNAL OF APPLIED PROBABILITY | 2019年 / 56卷 / 01期
关键词：
Cramer type moderate deviation; long range dependence; nonparametric regression; spatial linear process; random field; LIMIT-THEOREM; PROBABILITIES; SUMS; MARTINGALES; REGRESSION; BOUNDS;
D O I：
10.1017/jpr.2019.15
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the Cramer type moderate deviation for partial sums of random fields by applying the conjugate method. The results are applicable to the partial sums of linear random fields with short or long memory and to nonparametric regression with random field errors.
引用
收藏
页码：223 / 245
页数：23
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