YANG Xiaoyun, DONG Zhishan. Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 363-370.
Citation:
YANG Xiaoyun, DONG Zhishan. Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 363-370.
YANG Xiaoyun, DONG Zhishan. Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 363-370.
Citation:
YANG Xiaoyun, DONG Zhishan. Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 363-370.
Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables
In this article, we build up two large deviations principles under some general conditions: large deviations principle for moving average processes of NA random variables with stationary distribution; large deviations principle for moving average processes of i.i.d. B-valued random variables.
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