A Bernstein type inequality and moderate deviations for weakly dependent sequences
Langue
en
Document de travail - Pré-publication
Résumé en anglais
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically ...Lire la suite >
Mots clés en anglais
Deviation inequality
moderate deviations principle
semiexponential tails
weakly dependent sequences
strong mixing
absolute regularity
linear processes