A moderate deviation principle for m-dependent random variables with unbounded m

作者：Miao Yu; Yang Guangyu

来源：Acta Applicandae Mathematicae, 2008, 104(2): 191-199.

DOI：10.1007/s10440-008-9251-1

• moderate deviations
• m-dependence
• the truncation estimator
• the analysis of time series

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.

• 出版日期2008-11
• 单位河南师范大学; 郑州大学