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 | |
| State | Published - 1992 |
Keywords
- Cluster process
- large deviation
- moderate deviation
- moving average
- weak law of large numbers
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