Large deviations for some weakly dependent random processes

In this paper we compute large deviation probabilities for two classes of weakly dependent processes, moving averages of i.i.d. random variables and Poisson center cluster random measures.

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Year of publication:	1990
Authors:	Burton, Robert M. ; Dehling, Herold
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 5, p. 397-401
Publisher:	Elsevier
Keywords:	Large deviation weak dependence moving average cluster process

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

Persistent link: https://www.econbiz.de/10005137768