Cramér-type moderate deviations for stationary sequences of bounded random variables
Sign Up to like & getrecommendations! Published in 2019 at "Comptes Rendus Mathematique"
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
Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift
Sign Up to like & getrecommendations! Published in 2020 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493721500271
Abstract: For the Ornstein–Uhlenbeck process in stationary and explosive cases, this paper studies Cramer-type moderate deviations for the log-likelihood ratio process. As an application, we give the negativ... read more here.
Keywords: uhlenbeck process; moderate deviations; likelihood ratio; ornstein uhlenbeck ... See more keywords