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Moderate deviations for m-dependent random variables with Banach space values

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  • Chen, Xia

Abstract

A theorem on the moderate deviations for m-dependent random vectors is established in this paper.

Suggested Citation

  • Chen, Xia, 1997. "Moderate deviations for m-dependent random variables with Banach space values," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 123-134, September.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:2:p:123-134
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    References listed on IDEAS

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    1. Yurinskii, V. V., 1976. "Exponential inequalities for sums of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 473-499, December.
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    Cited by:

    1. Yu, Miao & Si, Shen, 2009. "Moderate deviation principle for autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1952-1961, October.
    2. Yu Miao & Yanling Wang & Guangyu Yang, 2015. "Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 234-255, March.
    3. Mas, André & Menneteau, Ludovic, 2003. "Large and moderate deviations for infinite-dimensional autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 241-260, November.
    4. Djellout, H. & Guillin, A., 2001. "Moderate deviations for Markov chains with atom," Stochastic Processes and their Applications, Elsevier, vol. 95(2), pages 203-217, October.

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