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Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables

✍ Scribed by Florence Merlevède; Magda Peligrad


Book ID
106436939
Publisher
Springer US
Year
2009
Tongue
English
Weight
535 KB
Volume
23
Category
Article
ISSN
0894-9840

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This paper considers the random central limit theorem (CLT) for a linear process of which the error process is strong mixing with the associated mixing order satisfying certain regularity conditions. By using the moment inequality of Yokoyama (1980, Corollary 1) we prove that the random CLT holds fo