A Bernstein type inequality and moderate deviations for weakly dependent sequences

Probability Theory and Related Fields

Volumn 151, Issue 3-4, 2011, Pages 435-474

  Merlevède, Florence ^a   Peligrad, Magda ^b   Rio, Emmanuel ^c  

^a UNIVERSITÉ PARIS EST   (France)

^b UNIVERSITY OF CINCINNATI   (United States)

^c UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

Author keywords

Absolute regularity; Deviation inequality; Linear processes; Moderate deviations principle; Semiexponential tails; Strong mixing; Weakly dependent sequences

Indexed keywords

EID: 80355128995     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-010-0304-9     Document Type: Article

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