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Abstract We derive Cramer-type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry–Esseen bound. Applications to quantile coupling inequalities, functions… Click to show full abstract
Abstract We derive Cramer-type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry–Esseen bound. Applications to quantile coupling inequalities, functions of ϕ-mixing sequences, and contracting Markov chains are discussed.
Keywords:
bounded random;
moderate deviations;
deviations stationary;
stationary sequences;
sequences bounded;
type moderate
Journal Title: Comptes Rendus Mathematique
Year Published: 2019
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Journal Title: Comptes Rendus Mathematique
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!