Cramér Type Moderate Deviations for Random Fields
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- February 2019
- DOI:
- 10.48550/arXiv.1902.02723
- arXiv:
- arXiv:1902.02723
- Bibcode:
- 2019arXiv190202723B
- Keywords:
-
- Mathematics - Statistics Theory;
- 60F10;
- 60G60;
- 62E2
- E-Print:
- 23 pages, to appear at Journal of Applied Probability