A Bernstein type inequality and moderate deviations for weakly dependent sequences

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dc.creatorMerlevède, Florence
dc.creatorPeligrad, Magda
dc.creatorRio, Emmanuel
dc.date2009-02-03
dc.date.accessioned2026-07-07T12:37:21Z
dc.date.available2026-07-07T12:37:21Z
dc.descriptionIn this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing sequences. The result is then used to derive asymptotic moderate deviations results. Applications include classes of Markov chains, functions of linear processes with absolutely regular innovations and ARCH models
dc.identifierhttps://arxiv.org/abs/0902.0582
dc.identifierhttp://arxiv.org/abs/0902.0582
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218412
dc.subjectProbability
dc.titleA Bernstein type inequality and moderate deviations for weakly dependent sequences
dc.typetext

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