Mathematics – Probability
Scientific paper
2004-05-27
Mathematics
Probability
Scientific paper
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random variables and the continuity, or weaker, of the spectral density of the moving average process. We also obtain the moderate deviations for the empirical spectral density, exhibiting an interesting new form of the rate function, i.e. with a correction term compared to the Gaussian rate functionnal.
Djellout Hacène
Guillin Arnaud
Wu Liming
No associations
LandOfFree
Moderate deviations for non-linear functionals and empirical spectral density of moving average processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Moderate deviations for non-linear functionals and empirical spectral density of moving average processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Moderate deviations for non-linear functionals and empirical spectral density of moving average processes will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-270282