Probabilities of Moderate Deviations for Some Stationary $\phi$-Mixing Processes

Malay Ghosh; Gutti Jogesh Babu

doi:10.1214/aop/1176995847

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Home > Journals > Ann. Probab. > Volume 5 > Issue 2 > Article

April, 1977 Probabilities of Moderate Deviations for Some Stationary $\phi$-Mixing Processes

Malay Ghosh, Gutti Jogesh Babu

Ann. Probab. 5(2): 222-234 (April, 1977). DOI: 10.1214/aop/1176995847

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Abstract

Probabilities of moderate deviations of the sample mean from the population mean are calculated for certain strictly stationary $\phi$-mixing processes.

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Malay Ghosh. Gutti Jogesh Babu. "Probabilities of Moderate Deviations for Some Stationary $\phi$-Mixing Processes." Ann. Probab. 5 (2) 222 - 234, April, 1977. https://doi.org/10.1214/aop/1176995847

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Published: April, 1977

First available in Project Euclid: 19 April 2007

zbMATH: 0382.60036

MathSciNet: MR436288

Digital Object Identifier: 10.1214/aop/1176995847

Subjects:

Primary: 60F99

Secondary: 60G10

Keywords: $\Phi$-mixing , $m$-dependent processes , Esseen's lemma , probabilities of moderate deviations , Stationary processes

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Ann. Probab.

Vol.5 • No. 2 • April, 1977

Institute of Mathematical Statistics

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Malay Ghosh, Gutti Jogesh Babu "Probabilities of Moderate Deviations for Some Stationary $\phi$-Mixing Processes," The Annals of Probability, Ann. Probab. 5(2), 222-234, (April, 1977)

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