Moderate deviations of functional of Markov Processes
Langue
en
Article de revue
Ce document a été publié dans
ESAIM: Proceedings. 2014-01-14, vol. 44, p. p. 214
EDP Sciences
Résumé en anglais
This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables. This paper groups the contributions of the speakers of the session dedicated to moderate ...Lire la suite >
Mots clés en anglais
Moderate deviations
Markov processes
Martingale approximations
stationary processes
Linear process
strong mixing sequences
Durbin-Watson statistic
autoregressive process
least squares estimator
Bifurcating Markov Chains
true self-repelling motion