Moderate deviations for some weakly dependent random processes

In this paper we compute moderate deviations for two classes of weakly dependent processes, namely, moving averages of independent identically distributed random variables and Poisson center cluster random measures.

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Year of publication:	1992
Authors:	Jiang, Tiefeng ; Wang, Xiangchen ; Rao, M. Bhaskara
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 1, p. 71-76
Publisher:	Elsevier
Keywords:	Cluster process large deviation moderate deviation moving average weak law of large numbers

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

Persistent link: https://www.econbiz.de/10005137702