LARGE DEVIATIONS FOR FUNCTIONALS OF STATIONARY-PROCESSES

被引：4

作者：

NUMMELIN, E

机构：

[1] Department of Mathematics, University of Helsinki, Helsinki 10, SF-00100

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1990年 / 86卷 / 03期

关键词：

D O I：

10.1007/BF01208257

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：

Let (Sn) be a sequence of Rd-valued random variables adapted to the internal history of a stationary sequence of random elements (Xn). We formulate conditions under which the principle of large deviations holds true for the sequence (Sn). © 1990 Springer-Verlag.

引用

页码：387 / 401

页数：15

共 13 条

[1]

[Anonymous], 1984, LARGE DEVIATIONS APP

[2]

Bahadur R.R., 1971, SOME LIMIT THEOREMS

[3] A MEASURE OF ASYMPTOTIC EFFICIENCY FOR TESTS OF A HYPOTHESIS BASED ON THE SUM OF OBSERVATIONS [J].