Cramér-type moderate deviations for stationary sequences of bounded random variables
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DOI: 10.1016/j.crma.2019.05.003
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… read more here.
Keywords: bounded random; moderate deviations; deviations stationary; stationary sequences ... See more keywords