Moderate deviations for some weakly dependent random processes

Tiefeng Jiang, Xiangchen Wang and M. Bhaskara Rao

Statistics & Probability Letters, 1992, vol. 15, issue 1, 71-76

Abstract: In this paper we compute moderate deviations for two classes of weakly dependent processes, namely, moving averages of independent identically distributed random variables and Poisson center cluster random measures.

Keywords: Cluster; process; large; deviation; moderate; deviation; moving; average; weak; law; of; large; numbers (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(92)90287-F
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:15:y:1992:i:1:p:71-76

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().