Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

Let {Xn}n = 1[infinity] be a Eyraud-Farlie-Gumbel-Morgenstern process. Put Sn[reverse not equivalent][summation operator]k=1nXk. In this paper we prove the large deviations theorem for Sn/n, and the central limit theorem for Sn/n1/2, as n --> [infinity].

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Year of publication:	1997
Authors:	Mikami, Toshio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 1, p. 73-78
Publisher:	Elsevier
Keywords:	Eyraud-Farlie-Gumbel-Morgenstern process Weak low of large numbers Large deviations theorem Central limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138001