A Moderate Deviation Principle for m -Dependent Random Variables with Unbounded m

• Autores: Yu Miao, Guangyu Yang
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 104, Nº. 2, 2008, págs. 191-199
• Idioma: inglés
• DOI: 10.1007/s10440-008-9251-1
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• Resumen

  • In this paper, a theorem on the moderate deviation principle for random arrays under m-dependence with unbounded m is established. This partially extends the results of Chen (Stat. Probab. Lett. 35:123�134, 1997). As an application, the moderate deviation principle for the truncation estimator of the variance in the analysis of time series is obtained.