TY - JOUR
T1 - Convergence rates for probabilities of moderate deviations for moving average processes
AU - Chen, Ping Yan
AU - Wang, Ding Cheng
PY - 2008/4
Y1 - 2008/4
N2 - The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.
AB - The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.
KW - Complete convergence
KW - Complete moment convergence
KW - Invariance principle
KW - Law of the iterated logarithm
KW - Moderate deviation
KW - Moving average process
UR - http://www.scopus.com/inward/record.url?scp=42349084302&partnerID=8YFLogxK
U2 - 10.1007/s10114-007-6062-7
DO - 10.1007/s10114-007-6062-7
M3 - Article
SN - 1439-8516
VL - 24
SP - 611
EP - 622
JO - Acta Mathematica Sinica, English Series
JF - Acta Mathematica Sinica, English Series
IS - 4
ER -