Moderate deviations on different scales: no relations

Boris Tsirelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside this part.

Original languageEnglish
Pages (from-to)161-171
Number of pages11
JournalIsrael Journal of Mathematics
Volume203
Issue number1
DOIs
StatePublished - Oct 2014

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