Article ID Journal Published Year Pages File Type
10526207 Statistics & Probability Letters 2005 12 Pages PDF
Abstract
Moderate deviation principle (MDP) is introduced in this paper. Based on the general condition that MDP for real stationary sequences hold, we mainly discuss MDP for moving average processes of real stationary sequences.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Moderate deviation principles for moving average processes of real stationary sequences
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