Moderate deviations for some weakly dependent random processes

Tiefeng Jiang; Xiangchen Wang; M. Bhaskara Rao

doi:10.1016/0167-7152(92)90287-F

Moderate deviations for some weakly dependent random processes

Tiefeng Jiang, Xiangchen Wang, M. Bhaskara Rao

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	71-76
Number of pages	6
Journal	Statistics and Probability Letters
Volume	15
Issue number	1
DOIs	https://doi.org/10.1016/0167-7152(92)90287-F
State	Published - 1992

Keywords

Cluster process
large deviation
moderate deviation
moving average
weak law of large numbers

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10.1016/0167-7152(92)90287-F

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@article{db8f4b32143246db977d8dcd8bf92d3c,

title = "Moderate deviations for some weakly dependent random processes",

abstract = "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.",

keywords = "Cluster process, large deviation, moderate deviation, moving average, weak law of large numbers",

author = "Tiefeng Jiang and Xiangchen Wang and Rao, {M. Bhaskara}",

year = "1992",

doi = "10.1016/0167-7152(92)90287-F",

language = "English (US)",

volume = "15",

pages = "71--76",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

number = "1",

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TY - JOUR

T1 - Moderate deviations for some weakly dependent random processes

AU - Jiang, Tiefeng

AU - Wang, Xiangchen

AU - Rao, M. Bhaskara

PY - 1992

Y1 - 1992

N2 - 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.

AB - 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.

KW - Cluster process

KW - large deviation

KW - moderate deviation

KW - moving average

KW - weak law of large numbers

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U2 - 10.1016/0167-7152(92)90287-F

DO - 10.1016/0167-7152(92)90287-F

M3 - Article

AN - SCOPUS:38249010878

SN - 0167-7152

VL - 15

SP - 71

EP - 76

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 1

ER -

Moderate deviations for some weakly dependent random processes

Abstract

Keywords

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