Exact Moderate and Large Deviations for Linear Random Fields
Probability
2021-07-01 v1
Abstract
By extending the methods in Peligrad et al. (2014a, b), we establish exact moderate and large deviation asymptotics for linear random fields with independent innovations. These results are useful for studying nonparametric regression with random field errors and strong limit theorems.
Cite
@article{arxiv.1709.00140,
title = {Exact Moderate and Large Deviations for Linear Random Fields},
author = {Hailin Sang and Yimin Xiao},
journal= {arXiv preprint arXiv:1709.00140},
year = {2021}
}