Moderate deviation principles for moving average processes of real stationary sequences

Zhi-shan Dong, Tan Xi-li and Xiao-yun Yang

Statistics & Probability Letters, 2005, vol. 74, issue 2, 139-150

Abstract: Moderate deviation principle (MDP) is introduced in this paper. Based on the general condition that MDP for real stationary sequences hold, we mainly discuss MDP for moving average processes of real stationary sequences.

Keywords: Stationary; sequences; Moving; average; processes; Moderate; deviation; principle (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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