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Cramér type moderate deviations for random fields

Published online by Cambridge University Press:  12 July 2019

Aleksandr Beknazaryan*
Affiliation:
The University of Mississippi
Hailin Sang*
Affiliation:
The University of Mississippi
Yimin Xiao*
Affiliation:
Michigan State University
*
*Postal address: Department of Mathematics, The University of Mississippi, University, MS 38677, USA.
*Postal address: Department of Mathematics, The University of Mississippi, University, MS 38677, USA.
****Postal address: Department of Statistics and Probability, Michigan State University, East Lansing, MI 48824, USA. Email address: Email address: xiao@stt.msu.edu

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.

Type
Research Papers
Copyright
© Applied Probability Trust 2019 

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