Moderate deviations for stationary sequences of bounded random variables
Dedecker, Jérôme ; Merlevède, Florence ; Peligrad, Magda ; Utev, Sergey
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 453-476 / Harvested from Project Euclid
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In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of ϕ-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
Publié le : 2009-05-15
Classification:  Moderate deviations,  Martingale approximation,  Stationary processes,  60F10,  60G10 
@article{1241024676,
     author = {Dedecker, J\'er\^ome and Merlev\`ede, Florence and Peligrad, Magda and Utev, Sergey},
     title = {Moderate deviations for stationary sequences of bounded random variables},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 453-476},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1241024676}
}

Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda; Utev, Sergey. Moderate deviations for stationary sequences of bounded random variables. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  453-476. http://gdmltest.u-ga.fr/item/1241024676/