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Cramér type moderate deviations for random fields

  • Aleksandr Beknazaryan (a1), Hailin Sang (a1) and Yimin Xiao (a2)

Abstract

We study the Cramér 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.

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Corresponding author

*Postal address: Department of Mathematics, The University of Mississippi, University, MS 38677, USA.
**Email address: abeknaza@olemiss.edu
***Email address: sang@olemiss.edu
****Postal address: Department of Statistics and Probability, Michigan State University, East Lansing, MI 48824, USA. Email address: Email address: xiao@stt.msu.edu

References

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