Precise large deviations for φ-mixing and UND random variables with long-tailed distributions

Dawei Lu and Xiaomeng Qi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5443-5452

Abstract: In this paper, we investigate the precise large deviations for sums of φ-mixing and UND random variables with long-tailed distributions. The asymptotic relations for non random sum and random sum of random variables with long-tailed distributions are obtained.

Date: 2017
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DOI: 10.1080/03610926.2015.1102284

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