Convergence rates for probabilities of moderate deviations for moving average processes

Citation
Yan Chen, Ping et Wang, Ding Cheng, Convergence rates for probabilities of moderate deviations for moving average processes, Acta mathematica Sinica. English series (Print) , 24(4), 2008, pp. 611-622
ISSN journal
14398516
Volume
24
Issue
4
Year of publication
2008
Pages
611 - 622
Database
ACNP
SICI code
Abstract
The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates (or complete moment convergence) for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.