Large deviations for moving average processes

Tiefeng Jiang, M. Bhaskara Rao and Xiangchen Wang

Stochastic Processes and their Applications, 1995, vol. 59, issue 2, 309-320

Abstract: Let Z = {hellip;, - 1, 0, 1, ...}, [xi], [xi]n, n [epsilon] Z a doubly infinite sequence of i.i.d. random variables in a separable Banach space B, and an, n [epsilon] Z, a doubly infinite sequence of real numbers with 0 [not equal to] [summation operator]n [epsilon] zan

Keywords: Large; deviations; Moving; average; processes; Rate; functions; Truncation (search for similar items in EconPapers)
Date: 1995
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