Functional moderate deviations for triangular arrays and applications

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent random variables. Under some regularity assumptions our conditions are also necessary in the stationary case. The results are then applied to derive moderate deviation principles for linear processes, kernel estimators of a density and some classes of dependent random variables.
20 pages. To appear in Alea

Keywords

Probability, 60F10; 60G50

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/160383

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0805.0617
 http://arxiv.org/abs/0805.0617

Collections

arXiv