Estudo Geralhttps://estudogeral.uc.ptThe DSpace digital repository system captures, stores, indexes, preserves, and distributes digital research material.Tue, 15 Oct 2024 05:34:01 GMT2024-10-15T05:34:01Z5011A moderate deviation for associated random variableshttps://hdl.handle.net/10316/36684Title: A moderate deviation for associated random variables
Authors: Çaǧın, Tonguç; Oliveira, Paulo Eduardo; Torrado, Nuria
Abstract: Moderate deviations are an important topic in many theoretical or applied statistical areas.
We prove two versions of a moderate deviation for associated and strictly stationary
random variables with finite moments of order q > 2. The first one uses an assumption
depending on the rate of a Gaussian approximation, while the second one discusses more
natural assumptions to obtain the approximation rate. The control of the dependence
structure relies on the decay rate of the covariances, for which we assume a relatively mild
polynomial decay rate. The proof combines a coupling argument together with a suitable
use of Berry–Esséen bounds.
Fri, 01 Jan 2016 00:00:00 GMThttps://hdl.handle.net/10316/366842016-01-01T00:00:00Z