Cram\'er Type Moderate Deviations for Random Fields
Statistics Theory
2019-07-22 v1 Statistics Theory
Abstract
We study the Cram\'er type moderate deviation for partial sums of random fields by applying the conjugate method. The results are applicable to the partial sums of linear random fields with short or long memory and to nonparametric regression with random field errors.
Cite
@article{arxiv.1902.02723,
title = {Cram\'er Type Moderate Deviations for Random Fields},
author = {Aleksandr Beknazaryan and Hailin Sang and Yimin Xiao},
journal= {arXiv preprint arXiv:1902.02723},
year = {2019}
}
Comments
23 pages, to appear at Journal of Applied Probability