Moderate deviations for some weakly dependent random processes

Tiefeng Jiang, Xiangchen Wang, M. Bhaskara Rao

Research output: Contribution to journalArticle

6 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 languageEnglish (US)
Pages (from-to)71-76
Number of pages6
JournalStatistics and Probability Letters
Volume15
Issue number1
DOIs
StatePublished - 1992

Keywords

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

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