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Self-normalized Cramér type moderate deviations for stationary sequences and applications

  • Published:2020-08 Issue:8 Volume:130 Page:5124-5148
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Fan Xiequan,Grama Ion,Liu Quansheng,Shao Qi-Man

Funder

National Natural Science Foundation of China

Centre Henri Lebesgue of France

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference36 articles.

1. Exponential inequalities for self-normalized martingales with applications;Bercu;Ann. Appl. Probab.,2008

2. Estimates of the remainder in the central limit theorem;Bikelis;Litovsk. Mat. Sb,1966

3. Asymptotic distribution of the least squares estimators for linear models with dependent errors: regular designs;Caron;Math. Methods Statist.,2018

4. Self-normalized Cramér-type moderate deviations under dependence;Chen;Ann. Statist.,2016

5. The approximate distribution of student’s statistic;Chung;Ann. Math. Statist,1946

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