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Convergence Rates for Probabilities of Moderate Deviations for Moving Average Processes

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dc.contributor.authorChen, Ping-Yan
dc.contributor.authorWang, Dingcheng
dc.date.accessioned2015-12-08T22:19:25Z
dc.date.issued2008
dc.date.updated2015-12-08T08:21:56Z
dc.description.abstractThe present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.
dc.identifier.issn1439-8516
dc.identifier.urihttp://hdl.handle.net/1885/31554
dc.publisherSpringer
dc.sourceActa Mathematica Sinica
dc.subjectKeywords: Complete convergence; Complete moment convergence; Invariance principle; Law of the iterated logarithm; Moderate deviation; Moving average process
dc.titleConvergence Rates for Probabilities of Moderate Deviations for Moving Average Processes
dc.typeJournal article
local.bibliographicCitation.issue4
local.bibliographicCitation.lastpage622
local.bibliographicCitation.startpage611
local.contributor.affiliationChen, Ping-Yan, Jinan University
local.contributor.affiliationWang, Dingcheng, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidWang, Dingcheng, u4390530
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010205 - Financial Mathematics
local.identifier.ariespublicationu4085724xPUB84
local.identifier.citationvolume24
local.identifier.doi10.1007/s10114-007-6062-7
local.identifier.scopusID2-s2.0-42349084302
local.type.statusPublished Version

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