Strong Moderate Deviation Theorems for m-Dependent Random Variables

Abstract

This document considers a stationary sequence of m-dependent random variables. Under some moment conditions, in this paper we obtain asymptotic expression for the probability of moderate deviations. This result extends some well known results obtained for independent and identically distributed sequences of random variables.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1989
Accession Number
ADA212618

Entities

People

  • Narasinga R. Chaganty

Organizations

  • Old Dominion University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Contracts
  • Distribution Functions
  • Military Research
  • Order Statistics
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Stationary
  • Statistics
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Fields of Study

  • Mathematics

Readers

  • Statistical inference.