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A Bernstein type inequality and moderate deviations for weakly dependent sequences
| hal.structure.identifier | Laboratoire d'Analyse et de Mathématiques Appliquées [LAMA] | |
| dc.contributor.author | MERLEVÈDE, Florence | |
| hal.structure.identifier | Department of Mathematical Sciences [Cincinnati] | |
| dc.contributor.author | PELIGRAD, Magda | |
| hal.structure.identifier | Laboratoire de Mathématiques de Versailles [LMV] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | RIO, Emmanuel | |
| dc.date.accessioned | 2024-04-04T02:42:13Z | |
| dc.date.available | 2024-04-04T02:42:13Z | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191225 | |
| dc.description.abstractEn | 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 strongly mixing sequences. The result is then used to derive asymptotic moderate deviations results. Applications include classes of Markov chains, functions of linear processes with absolutely regular innovations and ARCH models | |
| dc.language.iso | en | |
| dc.subject.en | Deviation inequality | |
| dc.subject.en | moderate deviations principle | |
| dc.subject.en | semiexponential tails | |
| dc.subject.en | weakly dependent sequences | |
| dc.subject.en | strong mixing | |
| dc.subject.en | absolute regularity | |
| dc.subject.en | linear processes | |
| dc.title.en | A Bernstein type inequality and moderate deviations for weakly dependent sequences | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 0902.0582 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | inria-00358525 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00358525v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=MERLEV%C3%88DE,%20Florence&PELIGRAD,%20Magda&RIO,%20Emmanuel&rft.genre=preprint |
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