This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency … of the realized volatility. We also derive a moderate deviation rate function for a standardized realized volatility … statistic. The moderate deviation result is useful for assessing the validity of normal approximations based on the central …

In this paper, we obtain the moderate deviation principles for Engel’s series, Sylvester’s series and Cantor’s products …

small parameter ε. When ε→0, the central limit theorem and moderate deviation principle for the solution of randomly …

In this note, we consider the large and moderate deviation principle of the estimators of the integrated covariance of …

-dependence of random vectors, we prove that the least squares (LS) estimator of the unknown parameters satisfies the moderate … deviation principle. Two examples of regular cases are also presented. …

In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere …

This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel … derived as by-products from large and moderate deviation principles stated respectively for processes Zn(x) and Dn(x), defined …

population size Zn/E[Zn|ξ]. We show large and moderate deviation principles for the sequence logZn (with appropriate …