کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156137 958804 2009 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The effect of memory on functional large deviations of infinite moving average processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The effect of memory on functional large deviations of infinite moving average processes
چکیده انگلیسی

The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change dramatically. We study this phenomenon in the context of functional large, moderate and huge deviation principles.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 2, February 2009, Pages 534–561
نویسندگان
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