Moderate deviations for bounded subsequences

George Stoica

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-5

Abstract:

We study Davis' series of moderate deviations probabilities for L p -bounded sequences of random variables ( p > 2 ). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences.

Date: 2006
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2006/021782.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2006/021782.xml (text/xml)

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:hin:jnijsa:021782

DOI: 10.1155/JAMSA/2006/21782

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().