Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables
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DOI: 10.1007/s10959-009-0218-6
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- Biao Wu, Wei & Min, Wanli, 2005. "On linear processes with dependent innovations," Stochastic Processes and their Applications, Elsevier, vol. 115(6), pages 939-958, June.
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Cited by:
- Deng Zhang, 2017. "Tridiagonal Random Matrix: Gaussian Fluctuations and Deviations," Journal of Theoretical Probability, Springer, vol. 30(3), pages 1076-1103, September.
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Keywords
Moderate deviation; Functional moderate deviation principle; Linear processes; Martingale; Projection operator;All these keywords.
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