Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526207 | Statistics & Probability Letters | 2005 | 12 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhi-shan Dong, Tan Xi-li, Xiao-yun Yang,