Moderate deviations of functional of Markov Processes
Idioma
en
Article de revue
Este ítem está publicado en
ESAIM: Proceedings. 2014-01-14, vol. 44, p. p. 214
EDP Sciences
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
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