ON LARGE DEVIATIONS FOR UNIFORMLY STRONG MIXING SEQUENCES

被引：26

作者：

BRYC, W

机构：

[1] Department of Mathematics, University of Cincinnati, Cincinnati, OH

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1992年 / 41卷 / 02期

关键词：

LARGE DEVIATIONS; UNIFORM STRONG MIXING;

D O I：

10.1016/0304-4149(92)90120-F

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove the large deviation principle for the arithmetic means of a uniform strong mixing stationary sequence which has either fast enough phi-mixing rate or is psi-mixing.

引用

页码：191 / 202

页数：12

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[19]

[No title captured]

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